+1,422.9%
RF vs ROK
+14,499.9%
-13,077.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.8% |
| 7D | +0.3% | -11.0% | +11.4% | +5.7% |
| 30D | +6.2% | -8.2% | +14.4% | +9.9% |
| 3M | -7.8% | -8.5% | +0.6% | -4.7% |
| 6M | +5.9% | -12.0% | +17.9% | +10.6% |
| YTD | +9.0% | +3.1% | +6.0% | +4.2% |
| 1Y | +19.3% | +2.9% | +16.4% | +14.1% |
| 3Y | +116.4% | +60.7% | +55.8% | +60.2% |
| 5Y | +46.0% | +29.5% | +16.6% | +17.1% |
| 10Y | +239.8% | +262.6% | -22.8% | +64.5% |
| All | +1,422.9% | +14,499.9% | -13,077.0% | +194.3% |
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