+263.4%
ROK vs CF
+479.1%
-215.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | +7.1% | +4.8% | +2.3% | +5.9% |
| 30D | -5.0% | +4.7% | -9.7% | -6.4% |
| 3M | -9.4% | +7.4% | -16.8% | -11.7% |
| 6M | -11.0% | +0.6% | -11.6% | -12.4% |
| YTD | +4.4% | +64.1% | -59.7% | -12.8% |
| 1Y | +7.4% | +51.4% | -44.0% | -8.3% |
| 3Y | +61.0% | +67.8% | -6.8% | +29.5% |
| 5Y | +30.4% | +114.1% | -83.8% | -11.0% |
| All | +263.4% | +479.1% | -215.7% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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