+26.1%
ROK vs CAPR
+160.6%
-134.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.4% | -5.9% | +3.5% |
| 7D | -11.5% | +36.0% | -47.6% | -11.8% |
| 30D | -10.0% | +25.8% | -35.8% | -10.3% |
| 3M | -11.4% | +140.8% | -152.3% | -12.5% |
| 6M | -13.7% | -67.6% | +53.9% | -13.3% |
| YTD | +1.0% | -65.9% | +66.9% | +1.3% |
| 1Y | +5.6% | +66.1% | -60.5% | +1.3% |
| 3Y | +59.1% | +256.9% | -197.8% | +40.1% |
| 5Y | +26.1% | +172.1% | -146.0% | +9.8% |
| All | +26.1% | +160.6% | -134.5% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling