+343.5%
ROK vs D
+35.9%
+307.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | +2.8% | +0.8% | +2.0% | +2.5% |
| 30D | -2.4% | -0.7% | -1.7% | -2.2% |
| 3M | -4.7% | +2.1% | -6.8% | -5.5% |
| 6M | +16.8% | +6.8% | +9.9% | +13.6% |
| YTD | +11.4% | +16.5% | -5.2% | +5.2% |
| 1Y | +26.2% | +19.2% | +7.0% | +18.0% |
| 3Y | +51.9% | +61.9% | -10.0% | +25.3% |
| 5Y | +46.4% | +6.5% | +39.8% | +40.0% |
| 10Y | +343.5% | +35.3% | +308.3% | +305.6% |
| All | +343.5% | +35.9% | +307.7% | +305.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling