-24.1%
RKT vs ROK
+100.3%
-124.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -9.0% | +7.1% | -16.0% | -12.0% |
| 30D | +30.2% | -5.0% | +35.1% | +31.8% |
| 3M | -8.8% | -9.4% | +0.5% | -5.6% |
| 6M | -0.9% | -11.0% | +10.1% | +3.3% |
| YTD | -29.2% | +4.4% | -33.6% | -31.8% |
| 1Y | -20.1% | +7.4% | -27.5% | -24.0% |
| 3Y | +81.3% | +61.0% | +20.4% | +37.5% |
| 5Y | -6.6% | +30.4% | -37.0% | -30.4% |
| All | -24.1% | +100.3% | -124.4% | -49.5% |
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