+52.3%
ROK vs DD
+42.2%
+10.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.6% |
| 7D | +0.2% | -3.8% | +3.9% | +2.1% |
| 30D | -1.8% | -9.2% | +7.4% | +3.1% |
| 3M | -7.2% | -9.0% | +1.8% | -2.9% |
| 6M | +14.2% | -5.0% | +19.1% | +16.9% |
| YTD | +10.6% | +7.4% | +3.2% | +7.0% |
| 1Y | +25.9% | +35.1% | -9.2% | +8.7% |
| All | +52.3% | +42.2% | +10.1% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling