+13,289.6%
ROK vs COO
+5,356.1%
+7,933.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.2% |
| 7D | -13.8% | +4.7% | -18.6% | -14.3% |
| 30D | -14.9% | +13.9% | -28.8% | -16.2% |
| 3M | -14.7% | -14.9% | +0.3% | -13.3% |
| 6M | -17.7% | +2.0% | -19.7% | -18.2% |
| YTD | -2.5% | -23.9% | +21.5% | +0.2% |
| 1Y | +2.3% | -9.6% | +11.9% | +3.0% |
| 3Y | +52.7% | -25.4% | +78.2% | +56.4% |
| 5Y | +20.5% | -41.2% | +61.7% | +26.4% |
| 10Y | +284.0% | +42.1% | +241.9% | +270.2% |
| All | +13,289.6% | +5,356.1% | +7,933.5% | +9,657.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 all: compounded portfolio wealth divided by compounded COO 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…
all analysis · Full analysis span regression · 6 months rolling