+281.6%
RCL vs ROK
+25.9%
+255.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.6% | -0.6% | +0.8% |
| 7D | +5.0% | -11.5% | +16.5% | +12.1% |
| 30D | +19.4% | -10.0% | +29.4% | +26.1% |
| 3M | +5.9% | -11.4% | +17.4% | +12.8% |
| 6M | +23.8% | -13.7% | +37.5% | +33.1% |
| YTD | +22.8% | +1.0% | +21.8% | +19.4% |
| 1Y | +34.3% | +5.6% | +28.6% | +26.9% |
| 3Y | +276.4% | +59.1% | +217.4% | +158.2% |
| 5Y | +281.6% | +26.1% | +255.5% | +153.7% |
| All | +281.6% | +25.9% | +255.7% | +153.7% |
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