+341.2%
ROK vs DD
+67.0%
+274.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | -1.6% | -2.9% | +1.3% | +0.1% |
| 30D | -5.4% | -11.5% | +6.1% | +1.4% |
| 3M | -4.0% | -5.4% | +1.4% | -1.1% |
| 6M | +13.3% | -6.9% | +20.2% | +17.7% |
| YTD | +9.3% | +6.9% | +2.5% | +4.7% |
| 1Y | +25.8% | +35.6% | -9.8% | +4.1% |
| 3Y | +49.1% | +42.5% | +6.6% | +16.1% |
| 5Y | +45.9% | +58.5% | -12.6% | +4.0% |
| All | +341.2% | +67.0% | +274.1% | +168.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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