+15,354.0%
ROK vs COO
+5,988.7%
+9,365.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.5% |
| 7D | +0.7% | -2.2% | +2.9% | +0.9% |
| 30D | -3.3% | -7.0% | +3.7% | -2.5% |
| 3M | -5.9% | +12.2% | -18.1% | -7.3% |
| 6M | +13.9% | -15.1% | +29.0% | +15.8% |
| YTD | +12.6% | -15.1% | +27.7% | +14.5% |
| 1Y | +28.6% | +2.3% | +26.3% | +27.9% |
| 3Y | +45.1% | -23.7% | +68.8% | +48.4% |
| 5Y | +45.6% | -38.9% | +84.5% | +52.2% |
| 10Y | +345.0% | +49.9% | +295.1% | +326.7% |
| All | +15,354.0% | +5,988.7% | +9,365.3% | +11,048.4% |
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