+46.4%
ROK vs CAPR
+87.6%
-41.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.4% |
| 3M | -4.7% | -65.4% | +60.7% | -4.3% |
| 6M | +16.8% | -67.5% | +84.3% | +17.3% |
| YTD | +11.4% | -68.6% | +80.0% | +11.8% |
| 1Y | +26.2% | +42.7% | -16.5% | +21.2% |
| 3Y | +51.9% | +43.4% | +8.5% | +38.3% |
| 5Y | +46.4% | +86.0% | -39.7% | +28.6% |
| All | +46.4% | +87.6% | -41.2% | +28.6% |
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