+348.5%
ROK vs CG
+314.7%
+33.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.4% |
| 7D | -1.2% | -9.9% | +8.6% | +3.3% |
| 30D | -4.8% | -11.7% | +6.9% | +0.2% |
| 3M | -6.1% | -4.3% | -1.8% | -5.1% |
| 6M | +15.5% | -8.8% | +24.2% | +18.7% |
| YTD | +11.2% | -26.9% | +38.0% | +25.4% |
| 1Y | +23.8% | -35.4% | +59.3% | +46.9% |
| 3Y | +53.1% | +43.0% | +10.1% | +21.7% |
| 5Y | +48.3% | +1.9% | +46.4% | +30.2% |
| All | +348.5% | +314.7% | +33.8% | +118.5% |
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