+65.1%
ROK vs COMP
-53.0%
+118.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -7.4% | +9.4% | +2.9% |
| 7D | -11.0% | +7.2% | -18.2% | -11.8% |
| 30D | -8.2% | +6.4% | -14.6% | -9.1% |
| 3M | -8.5% | -19.4% | +11.0% | -6.5% |
| 6M | -12.0% | +14.6% | -26.5% | -14.2% |
| YTD | +3.1% | -5.5% | +8.6% | +1.7% |
| 1Y | +2.9% | +13.7% | -10.8% | -0.6% |
| 3Y | +60.7% | +409.7% | -349.0% | +26.5% |
| 5Y | +29.5% | -17.0% | +46.5% | +11.8% |
| All | +65.1% | -53.0% | +118.1% | +44.1% |
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