+13,289.6%
ROK vs D
+2,450.0%
+10,839.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.7% |
| 7D | -13.8% | +3.0% | -16.8% | -15.0% |
| 30D | -14.9% | +11.5% | -26.4% | -19.1% |
| 3M | -14.7% | +3.7% | -18.4% | -16.3% |
| 6M | -17.7% | +13.5% | -31.2% | -23.0% |
| YTD | -2.5% | +20.7% | -23.2% | -11.5% |
| 1Y | +2.3% | +18.2% | -16.0% | -6.6% |
| 3Y | +52.7% | +73.3% | -20.6% | +14.5% |
| 5Y | +20.5% | +12.3% | +8.3% | +8.6% |
| 10Y | +284.0% | +43.4% | +240.6% | +190.5% |
| All | +13,289.6% | +2,450.0% | +10,839.6% | +2,917.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling