+343.5%
ROK vs ACWI
+226.0%
+117.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.5% |
| 7D | +2.8% | +1.1% | +1.7% | +1.4% |
| 30D | -2.4% | -0.2% | -2.2% | -2.1% |
| 3M | -4.7% | +4.7% | -9.4% | -9.9% |
| 6M | +16.8% | +14.5% | +2.3% | -1.0% |
| YTD | +11.4% | +14.6% | -3.3% | -5.6% |
| 1Y | +26.2% | +21.4% | +4.7% | -0.2% |
| 3Y | +51.9% | +77.6% | -25.7% | -23.7% |
| 5Y | +46.4% | +68.1% | -21.7% | -20.9% |
| 10Y | +343.5% | +226.1% | +117.4% | +1.6% |
| All | +343.5% | +226.0% | +117.6% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ACWI 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling