+212.8%
RDDT vs ROK
+57.2%
+155.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.9% |
| 7D | +2.1% | -1.2% | +3.4% | +2.7% |
| 30D | +2.8% | -4.8% | +7.6% | +5.0% |
| 3M | -8.9% | -6.1% | -2.8% | -7.5% |
| 6M | +15.1% | +15.5% | -0.4% | +4.9% |
| YTD | -31.4% | +11.2% | -42.5% | -36.6% |
| 1Y | -39.4% | +23.8% | -63.3% | -46.8% |
| All | +212.8% | +57.2% | +155.6% | +113.6% |
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