+238.8%
RCL vs ROK
+46.6%
+192.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.4% |
| 7D | -0.5% | +2.8% | -3.2% | -2.1% |
| 30D | -17.3% | -2.4% | -14.9% | -16.2% |
| 3M | -2.8% | -4.7% | +1.9% | -0.6% |
| 6M | -4.4% | +16.8% | -21.1% | -13.7% |
| YTD | -4.2% | +11.4% | -15.5% | -11.1% |
| 1Y | -23.4% | +26.2% | -49.5% | -34.2% |
| 3Y | +179.4% | +51.9% | +127.5% | +104.8% |
| 5Y | +238.8% | +46.4% | +192.4% | +123.5% |
| All | +238.8% | +46.6% | +192.1% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ROK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling