+48.1%
ROK vs COMP
-31.2%
+79.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.2% |
| 7D | +0.7% | +1.4% | -0.7% | +0.5% |
| 30D | -3.3% | -13.3% | +10.0% | -1.7% |
| 3M | -5.9% | +41.1% | -47.0% | -10.1% |
| 6M | +13.9% | +17.2% | -3.3% | +10.2% |
| YTD | +12.6% | +5.2% | +7.4% | +10.0% |
| 1Y | +28.6% | +18.9% | +9.7% | +23.4% |
| 3Y | +45.1% | +215.9% | -170.8% | +19.5% |
| All | +48.1% | -31.2% | +79.3% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling