+877.8%
ROK vs ACWI
+330.0%
+547.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.3% | -1.3% |
| 7D | -13.8% | -2.4% | -11.5% | -10.8% |
| 30D | -14.9% | -5.2% | -9.8% | -8.7% |
| 3M | -14.7% | -4.8% | -9.8% | -8.9% |
| 6M | -17.7% | -1.3% | -16.4% | -15.8% |
| YTD | -2.5% | +8.4% | -10.9% | -10.8% |
| 1Y | +2.3% | +11.0% | -8.8% | -9.0% |
| 3Y | +52.7% | +70.6% | -17.8% | -18.4% |
| 5Y | +20.5% | +55.3% | -34.8% | -27.5% |
| 10Y | +284.0% | +223.2% | +60.8% | -3.5% |
| All | +877.8% | +330.0% | +547.8% | +72.6% |
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 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