+2.0%
RDW vs ROK
+78.9%
-76.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -3.6% |
| 7D | +0.9% | -1.2% | +2.1% | +1.7% |
| 30D | -21.3% | -4.8% | -16.5% | -18.2% |
| 3M | -37.9% | -6.1% | -31.8% | -35.5% |
| 6M | +12.3% | +15.5% | -3.2% | -0.3% |
| YTD | +39.7% | +11.2% | +28.6% | +29.4% |
| 1Y | +25.7% | +23.8% | +1.8% | +7.2% |
| 3Y | +230.8% | +53.1% | +177.7% | +138.4% |
| 5Y | -8.8% | +48.3% | -57.0% | -39.2% |
| All | +2.0% | +78.9% | -76.9% | -35.8% |
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