+4,549.4%
RCL vs ROK
+10,270.9%
-5,721.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.9% |
| 7D | -5.1% | +0.7% | -5.8% | -5.5% |
| 30D | -19.0% | -3.3% | -15.7% | -17.3% |
| 3M | -9.6% | -5.9% | -3.7% | -6.7% |
| 6M | -6.7% | +13.9% | -20.6% | -14.6% |
| YTD | -3.9% | +12.6% | -16.5% | -11.6% |
| 1Y | -25.1% | +28.6% | -53.7% | -36.7% |
| 3Y | +179.1% | +45.1% | +134.0% | +109.0% |
| 5Y | +243.3% | +45.6% | +197.7% | +152.2% |
| 10Y | +325.8% | +345.0% | -19.3% | +65.2% |
| All | +4,549.4% | +10,270.9% | -5,721.5% | +444.3% |
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