-42.2%
RIG vs ROK
+357.9%
-400.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.9% |
| 7D | -3.1% | -1.2% | -1.8% | -2.2% |
| 30D | -0.5% | -4.8% | +4.3% | +2.9% |
| 3M | -6.0% | -6.1% | +0.1% | -3.4% |
| 6M | -10.1% | +15.5% | -25.6% | -23.7% |
| YTD | +37.3% | +11.2% | +26.1% | +19.3% |
| 1Y | +73.9% | +23.8% | +50.1% | +38.5% |
| 3Y | -30.2% | +53.1% | -83.3% | -55.9% |
| 5Y | +62.5% | +48.3% | +14.2% | -0.8% |
| All | -42.2% | +357.9% | -400.1% | -85.9% |
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