+348.5%
ROK vs CHD
+126.1%
+222.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.4% | +1.6% |
| 7D | -1.2% | -4.5% | +3.2% | -0.4% |
| 30D | -4.8% | -6.7% | +1.9% | -3.7% |
| 3M | -6.1% | -2.7% | -3.4% | -5.9% |
| 6M | +15.5% | -4.9% | +20.4% | +16.1% |
| YTD | +11.2% | +13.3% | -2.2% | +8.0% |
| 1Y | +23.8% | +1.0% | +22.8% | +22.9% |
| 3Y | +53.1% | +1.3% | +51.8% | +49.9% |
| 5Y | +48.3% | +20.8% | +27.4% | +37.0% |
| All | +348.5% | +126.1% | +222.4% | +257.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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