+67.3%
ROK vs COMP
-52.0%
+119.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.6% |
| 7D | +7.1% | 0.0% | +7.1% | +7.0% |
| 30D | -5.0% | +16.6% | -21.5% | -6.9% |
| 3M | -9.4% | -23.5% | +14.1% | -6.9% |
| 6M | -11.0% | +25.7% | -36.7% | -14.2% |
| YTD | +4.4% | -3.4% | +7.8% | +2.8% |
| 1Y | +7.4% | +7.6% | -0.2% | +4.4% |
| 3Y | +61.0% | +423.6% | -362.6% | +26.4% |
| 5Y | +30.4% | -10.6% | +41.0% | +12.0% |
| All | +67.3% | -52.0% | +119.3% | +45.7% |
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