+65.3%
RIG vs ROK
+44.8%
+20.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.6% |
| 7D | -4.2% | -1.6% | -2.5% | -3.5% |
| 30D | -0.7% | -5.4% | +4.8% | +1.8% |
| 3M | -4.0% | -4.0% | 0.0% | -3.4% |
| 6M | -6.3% | +13.3% | -19.7% | -15.3% |
| YTD | +39.7% | +9.3% | +30.4% | +28.5% |
| 1Y | +78.1% | +25.8% | +52.3% | +51.4% |
| 3Y | -29.5% | +49.1% | -78.6% | -47.1% |
| 5Y | +65.3% | +45.9% | +19.5% | +9.0% |
| All | +65.3% | +44.8% | +20.6% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling