+61.9%
ROK vs COMP
-49.2%
+111.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.7% | -2.1% | +2.9% |
| 7D | -11.5% | +14.5% | -26.1% | -13.0% |
| 30D | -10.0% | +14.9% | -24.9% | -11.6% |
| 3M | -11.4% | -14.2% | +2.8% | -10.2% |
| 6M | -13.7% | +23.7% | -37.4% | -16.6% |
| YTD | +1.0% | +2.1% | -1.0% | -1.1% |
| 1Y | +5.6% | +26.2% | -20.6% | +0.9% |
| 3Y | +59.1% | +470.9% | -411.8% | +23.7% |
| 5Y | +26.1% | -14.0% | +40.1% | +8.1% |
| All | +61.9% | -49.2% | +111.1% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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