+34.0%
ROK vs DD
+70.3%
-36.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.7% |
| 7D | -8.5% | +3.2% | -11.7% | -9.9% |
| 30D | -6.4% | +20.3% | -26.7% | -15.3% |
| 3M | -8.8% | +8.2% | -17.0% | -12.7% |
| 6M | -10.5% | +3.4% | -13.9% | -12.4% |
| YTD | +5.4% | +30.6% | -25.2% | -9.0% |
| 1Y | +5.0% | +30.6% | -25.7% | -9.4% |
| 3Y | +64.3% | +91.1% | -26.8% | +11.7% |
| 5Y | +34.0% | +68.6% | -34.6% | -7.8% |
| All | +34.0% | +70.3% | -36.4% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling