+933.2%
ROK vs ACWI
+339.1%
+594.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.6% |
| 7D | -11.0% | -0.2% | -10.9% | -10.4% |
| 30D | -8.2% | -3.3% | -4.9% | -3.8% |
| 3M | -8.5% | -3.4% | -5.1% | -4.0% |
| 6M | -12.0% | +0.8% | -12.8% | -12.3% |
| YTD | +3.1% | +10.7% | -7.6% | -8.1% |
| 1Y | +2.9% | +11.6% | -8.7% | -9.1% |
| 3Y | +60.7% | +73.4% | -12.7% | -15.9% |
| 5Y | +29.5% | +60.2% | -30.7% | -25.0% |
| 10Y | +262.6% | +221.6% | +41.0% | -8.4% |
| All | +933.2% | +339.1% | +594.1% | +77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling