+953.6%
ROK vs BR
+1,286.0%
-332.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | +0.4% |
| 7D | +2.8% | -5.9% | +8.7% | +6.5% |
| 30D | -2.4% | +1.9% | -4.3% | -4.0% |
| 3M | -4.7% | +14.7% | -19.3% | -14.0% |
| 6M | +16.8% | -12.8% | +29.5% | +23.3% |
| YTD | +11.4% | -23.0% | +34.4% | +25.8% |
| 1Y | +26.2% | -31.7% | +57.8% | +53.4% |
| 3Y | +51.9% | -4.8% | +56.6% | +47.7% |
| 5Y | +46.4% | +7.8% | +38.5% | +29.3% |
| 10Y | +343.5% | +184.1% | +159.5% | +101.7% |
| All | +953.6% | +1,286.0% | -332.3% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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