+354.9%
ROK vs DAR
+364.6%
-9.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | +0.2% | -0.2% | +0.3% | +0.2% |
| 30D | -1.8% | +7.4% | -9.2% | -4.3% |
| 3M | -7.2% | +15.7% | -22.9% | -12.1% |
| 6M | +14.2% | +30.0% | -15.9% | +3.5% |
| YTD | +10.6% | +87.5% | -77.0% | -11.1% |
| 1Y | +25.9% | +113.4% | -87.5% | -3.8% |
| 3Y | +50.8% | +15.3% | +35.5% | +35.6% |
| 5Y | +47.0% | -4.3% | +51.4% | +34.4% |
| 10Y | +354.9% | +380.2% | -25.3% | +98.6% |
| All | +354.9% | +364.6% | -9.7% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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