+25.0%
ROK vs D
+23.9%
+1.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | +0.3% |
| 7D | 0.0% | +8.5% | -8.5% | +1.6% |
| 30D | -2.5% | +14.3% | -16.8% | -0.1% |
| 3M | 0.0% | +1.8% | -1.8% | +0.8% |
| 6M | +11.6% | +13.0% | -1.5% | +13.9% |
| YTD | +15.2% | +22.7% | -7.6% | +18.8% |
| 1Y | +25.0% | +22.6% | +2.4% | +28.9% |
| All | +25.0% | +23.9% | +1.1% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling