+263.4%
ROK vs AR
+57.4%
+206.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +7.1% | +7.4% | -0.3% | +6.0% |
| 30D | -5.0% | +5.8% | -10.7% | -5.7% |
| 3M | -9.4% | +5.2% | -14.6% | -10.2% |
| 6M | -11.0% | +5.4% | -16.4% | -12.1% |
| YTD | +4.4% | +12.4% | -8.0% | +1.6% |
| 1Y | +7.4% | +12.8% | -5.4% | +4.3% |
| 3Y | +61.0% | +47.2% | +13.8% | +48.4% |
| 5Y | +30.4% | +101.1% | -70.8% | +11.9% |
| All | +263.4% | +57.4% | +206.0% | +184.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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