+341.2%
ROK vs AR
+44.6%
+296.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -1.6% | -1.3% | -0.3% | -1.4% |
| 30D | -5.4% | +3.5% | -9.0% | -5.9% |
| 3M | -4.0% | +9.9% | -13.9% | -5.4% |
| 6M | +13.3% | +4.5% | +8.8% | +11.9% |
| YTD | +9.3% | +13.7% | -4.3% | +6.4% |
| 1Y | +25.8% | +19.2% | +6.6% | +21.2% |
| 3Y | +49.1% | +46.2% | +2.9% | +37.6% |
| 5Y | +45.9% | +145.9% | -100.0% | +21.7% |
| All | +341.2% | +44.6% | +296.6% | +252.7% |
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