+68.9%
ROK vs COMP
-51.7%
+120.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.4% | +1.9% |
| 7D | -8.5% | +2.2% | -10.7% | -8.8% |
| 30D | -6.4% | +16.3% | -22.7% | -8.3% |
| 3M | -8.8% | -19.1% | +10.3% | -6.9% |
| 6M | -10.5% | +17.1% | -27.6% | -13.0% |
| YTD | +5.4% | -2.9% | +8.3% | +3.7% |
| 1Y | +5.0% | +8.8% | -3.8% | +1.9% |
| 3Y | +64.3% | +423.5% | -359.2% | +29.0% |
| 5Y | +34.0% | -10.5% | +44.4% | +15.1% |
| All | +68.9% | -51.7% | +120.6% | +46.9% |
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