+15,354.0%
ROK vs D
+2,347.4%
+13,006.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.9% |
| 7D | +0.7% | +0.4% | +0.2% | +0.5% |
| 30D | -3.3% | -3.6% | +0.2% | -1.8% |
| 3M | -5.9% | -1.0% | -4.9% | -5.7% |
| 6M | +13.9% | +6.3% | +7.6% | +9.8% |
| YTD | +12.6% | +14.7% | -2.1% | +4.8% |
| 1Y | +28.6% | +16.9% | +11.7% | +18.2% |
| 3Y | +45.1% | +56.8% | -11.7% | +13.6% |
| 5Y | +45.6% | +5.2% | +40.4% | +35.2% |
| 10Y | +345.0% | +35.9% | +309.2% | +245.8% |
| All | +15,354.0% | +2,347.4% | +13,006.6% | +3,456.2% |
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