+5,843.1%
RCL vs ROK
+9,208.2%
-3,365.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.6% | -0.6% | +0.8% |
| 7D | +5.0% | -11.5% | +16.5% | +12.3% |
| 30D | +19.4% | -10.0% | +29.4% | +26.4% |
| 3M | +5.9% | -11.4% | +17.4% | +13.1% |
| 6M | +23.8% | -13.7% | +37.5% | +33.5% |
| YTD | +22.8% | +1.0% | +21.8% | +19.7% |
| 1Y | +34.3% | +5.6% | +28.6% | +27.2% |
| 3Y | +276.4% | +59.1% | +217.4% | +163.5% |
| 5Y | +281.6% | +26.1% | +255.5% | +205.5% |
| 10Y | +379.0% | +266.4% | +112.6% | +107.9% |
| All | +5,843.1% | +9,208.2% | -3,365.1% | +637.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling