+266.4%
ROK vs CP
+261.0%
+5.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +2.3% |
| 7D | -11.5% | +2.8% | -14.3% | -13.0% |
| 30D | -10.0% | +11.3% | -21.3% | -15.9% |
| 3M | -11.4% | +2.9% | -14.3% | -13.3% |
| 6M | -13.7% | +9.8% | -23.5% | -19.2% |
| YTD | +1.0% | +28.5% | -27.5% | -14.6% |
| 1Y | +5.6% | +33.5% | -27.9% | -12.8% |
| 3Y | +59.1% | +31.9% | +27.1% | +29.1% |
| 5Y | +26.1% | +25.5% | +0.6% | +3.3% |
| 10Y | +266.4% | +257.6% | +8.9% | +53.5% |
| All | +266.4% | +261.0% | +5.4% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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