+8,962.5%
ROK vs DAR
+1,762.6%
+7,199.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.4% |
| 7D | +0.7% | +1.4% | -0.7% | +0.5% |
| 30D | -3.3% | +12.8% | -16.1% | -4.5% |
| 3M | -5.9% | +7.4% | -13.2% | -6.7% |
| 6M | +13.9% | +22.3% | -8.4% | +11.3% |
| YTD | +12.6% | +81.1% | -68.5% | +6.0% |
| 1Y | +28.6% | +106.5% | -77.9% | +19.3% |
| 3Y | +45.1% | +5.3% | +39.8% | +41.8% |
| 5Y | +45.6% | -11.5% | +57.1% | +43.4% |
| 10Y | +345.0% | +353.3% | -8.3% | +279.6% |
| All | +8,962.5% | +1,762.6% | +7,199.9% | +6,888.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling