+26.1%
ROK vs DAR
-37.0%
+63.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.7% | -1.1% | +2.5% |
| 7D | -11.5% | -2.8% | -8.8% | -10.9% |
| 30D | -10.0% | -12.8% | +2.8% | -7.2% |
| 3M | -11.4% | -11.6% | +0.1% | -9.4% |
| 6M | -13.7% | -16.8% | +3.1% | -10.7% |
| YTD | +1.0% | +45.9% | -44.9% | -9.6% |
| 1Y | +5.6% | +61.5% | -55.8% | -8.1% |
| 3Y | +59.1% | +23.0% | +36.1% | +42.6% |
| 5Y | +26.1% | -35.8% | +62.0% | +30.0% |
| All | +26.1% | -37.0% | +63.1% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling