+263.4%
ROK vs D
+48.0%
+215.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.5% |
| 7D | +7.1% | -1.4% | +8.4% | +7.5% |
| 30D | -5.0% | +7.7% | -12.7% | -7.2% |
| 3M | -9.4% | -0.3% | -9.1% | -9.5% |
| 6M | -11.0% | +10.1% | -21.1% | -14.3% |
| YTD | +4.4% | +19.1% | -14.6% | -2.2% |
| 1Y | +7.4% | +15.9% | -8.5% | +1.3% |
| 3Y | +61.0% | +75.0% | -14.0% | +29.2% |
| 5Y | +30.4% | +13.4% | +17.0% | +21.9% |
| All | +263.4% | +48.0% | +215.4% | +236.3% |
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