+264.9%
ROK vs D
+47.7%
+217.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +6.1% | -3.1% | +9.1% | +7.1% |
| 30D | -6.5% | +8.4% | -14.9% | -8.9% |
| 3M | -10.2% | +0.2% | -10.4% | -10.5% |
| 6M | -10.6% | +9.5% | -20.1% | -13.8% |
| YTD | +4.9% | +18.8% | -13.9% | -1.7% |
| 1Y | +3.8% | +14.7% | -10.9% | -1.7% |
| 3Y | +63.5% | +72.9% | -9.4% | +31.7% |
| 5Y | +30.9% | +13.1% | +17.8% | +22.5% |
| All | +264.9% | +47.7% | +217.3% | +238.0% |
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