+5,893.7%
RCL vs ROK
+9,394.7%
-3,500.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.2% | -0.4% |
| 7D | +8.5% | -11.0% | +19.5% | +15.8% |
| 30D | +20.4% | -8.2% | +28.6% | +25.9% |
| 3M | +11.0% | -8.5% | +19.5% | +16.0% |
| 6M | +24.9% | -12.0% | +36.8% | +32.9% |
| YTD | +23.9% | +3.1% | +20.8% | +19.2% |
| 1Y | +30.8% | +2.9% | +28.0% | +26.0% |
| 3Y | +270.4% | +60.7% | +209.7% | +157.7% |
| 5Y | +296.1% | +29.5% | +266.6% | +211.8% |
| 10Y | +375.0% | +262.6% | +112.4% | +107.2% |
| All | +5,893.7% | +9,394.7% | -3,500.9% | +634.0% |
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