+30.1%
ROK vs ACWI
+58.7%
-28.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.1% |
| 7D | +7.1% | +2.4% | +4.6% | +3.8% |
| 30D | -5.0% | -1.7% | -3.3% | -2.3% |
| 3M | -9.4% | -3.9% | -5.5% | -4.2% |
| 6M | -11.0% | +0.8% | -11.8% | -11.3% |
| YTD | +4.4% | +11.0% | -6.6% | -7.4% |
| 1Y | +7.4% | +13.1% | -5.7% | -6.9% |
| 3Y | +61.0% | +73.9% | -12.9% | -16.0% |
| All | +30.1% | +58.7% | -28.6% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling