+209.8%
RF vs ROK
+265.6%
-55.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +0.4% | +6.1% | -5.7% | -3.2% |
| 30D | +5.6% | -6.5% | +12.1% | +8.6% |
| 3M | -8.9% | -10.2% | +1.3% | -4.1% |
| 6M | +7.1% | -10.6% | +17.7% | +11.5% |
| YTD | +8.3% | +4.9% | +3.4% | +0.7% |
| 1Y | +16.8% | +3.8% | +13.0% | +9.3% |
| 3Y | +115.0% | +63.5% | +51.5% | +43.2% |
| 5Y | +46.4% | +30.9% | +15.5% | +9.3% |
| All | +209.8% | +265.6% | -55.7% | +7.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling