+48.1%
ROK vs D
+5.6%
+42.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +0.7% | +1.5% | -0.8% | +0.3% |
| 30D | -3.3% | -2.6% | -0.7% | -2.8% |
| 3M | -5.9% | 0.0% | -5.9% | -6.0% |
| 6M | +13.9% | +7.4% | +6.5% | +11.4% |
| YTD | +12.6% | +15.9% | -3.3% | +7.8% |
| 1Y | +28.6% | +18.1% | +10.5% | +22.2% |
| 3Y | +45.1% | +58.4% | -13.3% | +24.6% |
| All | +48.1% | +5.6% | +42.5% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling