+1,028.6%
ROK vs ACWI
+356.8%
+671.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.7% | +0.5% | +0.2% | +0.1% |
| 30D | -3.3% | +0.9% | -4.2% | -4.3% |
| 3M | -5.9% | +2.4% | -8.3% | -8.5% |
| 6M | +13.9% | +12.4% | +1.5% | -1.1% |
| YTD | +12.6% | +15.2% | -2.6% | -4.9% |
| 1Y | +28.6% | +22.7% | +5.9% | +0.7% |
| 3Y | +45.1% | +75.8% | -30.7% | -25.8% |
| 5Y | +45.6% | +67.7% | -22.2% | -20.7% |
| 10Y | +345.0% | +229.0% | +116.0% | +8.8% |
| All | +1,028.6% | +356.8% | +671.7% | +84.0% |
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 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