+59.1%
ROK vs DAR
+21.9%
+37.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.7% | -1.1% | +2.7% |
| 7D | -11.5% | -2.8% | -8.8% | -11.0% |
| 30D | -10.0% | -12.8% | +2.8% | -7.7% |
| 3M | -11.4% | -11.6% | +0.1% | -9.8% |
| 6M | -13.7% | -16.8% | +3.1% | -11.2% |
| YTD | +1.0% | +45.9% | -44.9% | -8.9% |
| 1Y | +5.6% | +61.5% | -55.8% | -7.2% |
| 3Y | +59.1% | +23.0% | +36.1% | +44.9% |
| All | +59.1% | +21.9% | +37.2% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling