+1,402.2%
RF vs ROK
+13,716.9%
-12,314.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.3% |
| 7D | -0.9% | -13.8% | +12.9% | +6.1% |
| 30D | +6.0% | -14.9% | +21.0% | +14.1% |
| 3M | -8.9% | -14.7% | +5.8% | -2.3% |
| 6M | +2.3% | -17.7% | +20.0% | +10.6% |
| YTD | +7.6% | -2.5% | +10.0% | +5.7% |
| 1Y | +21.2% | +2.3% | +18.9% | +16.2% |
| 3Y | +108.5% | +52.7% | +55.8% | +58.3% |
| 5Y | +43.2% | +20.5% | +22.7% | +19.1% |
| 10Y | +288.1% | +284.0% | +4.1% | +83.3% |
| All | +1,402.2% | +13,716.9% | -12,314.7% | +198.6% |
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 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