+343.5%
ROK vs CAPR
-77.1%
+420.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -1.0% |
| 7D | +2.8% | -9.5% | +12.3% | +2.9% |
| 30D | -2.4% | +121.5% | -123.9% | -3.8% |
| 3M | -4.7% | -65.4% | +60.7% | -4.2% |
| 6M | +16.8% | -67.5% | +84.3% | +17.4% |
| YTD | +11.4% | -68.6% | +80.0% | +11.9% |
| 1Y | +26.2% | +42.7% | -16.5% | +19.8% |
| 3Y | +51.9% | +43.4% | +8.5% | +40.3% |
| 5Y | +46.4% | +86.0% | -39.7% | +33.0% |
| 10Y | +343.5% | -77.4% | +420.9% | +296.3% |
| All | +343.5% | -77.1% | +420.7% | +296.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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