+268.2%
ROK vs ACWI
+227.3%
+40.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.1% | +0.8% |
| 7D | -8.5% | -0.7% | -7.8% | -7.2% |
| 30D | -6.4% | -2.0% | -4.4% | -3.5% |
| 3M | -8.8% | -2.2% | -6.7% | -5.8% |
| 6M | -10.5% | +1.9% | -12.4% | -12.0% |
| YTD | +5.4% | +12.0% | -6.6% | -7.5% |
| 1Y | +5.0% | +12.5% | -7.5% | -8.3% |
| 3Y | +64.3% | +75.4% | -11.1% | -15.6% |
| 5Y | +34.0% | +61.5% | -27.5% | -23.5% |
| 10Y | +268.2% | +227.1% | +41.0% | -14.0% |
| All | +268.2% | +227.3% | +40.8% | -14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling