+262.6%
ROK vs D
+44.7%
+217.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -11.0% | +2.4% | -13.4% | -11.7% |
| 30D | -8.2% | +10.9% | -19.1% | -11.2% |
| 3M | -8.5% | +2.8% | -11.3% | -9.4% |
| 6M | -12.0% | +12.7% | -24.7% | -15.8% |
| YTD | +3.1% | +20.3% | -17.3% | -3.8% |
| 1Y | +2.9% | +17.1% | -14.2% | -3.3% |
| 3Y | +60.7% | +75.1% | -14.5% | +29.0% |
| 5Y | +29.5% | +13.1% | +16.3% | +21.3% |
| 10Y | +262.6% | +48.3% | +214.4% | +232.5% |
| All | +262.6% | +44.7% | +217.9% | +232.5% |
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