+264.9%
ROK vs CG
+274.5%
-9.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +1.4% |
| 7D | +6.1% | -1.5% | +7.6% | +6.7% |
| 30D | -6.5% | +5.7% | -12.2% | -8.8% |
| 3M | -10.2% | -17.9% | +7.7% | -2.6% |
| 6M | -10.6% | -20.2% | +9.6% | -2.4% |
| YTD | +4.9% | -32.0% | +36.9% | +22.0% |
| 1Y | +3.8% | -27.0% | +30.8% | +16.8% |
| 3Y | +63.5% | +42.8% | +20.7% | +30.0% |
| 5Y | +30.9% | -23.4% | +54.4% | +31.8% |
| All | +264.9% | +274.5% | -9.6% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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