+14,370.1%
ROK vs DD
+1,155.7%
+13,214.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.7% |
| 7D | -8.5% | +3.2% | -11.7% | -9.7% |
| 30D | -6.4% | +20.3% | -26.7% | -14.4% |
| 3M | -8.8% | +8.2% | -17.0% | -12.4% |
| 6M | -10.5% | +3.4% | -13.9% | -12.2% |
| YTD | +5.4% | +30.6% | -25.2% | -7.7% |
| 1Y | +5.0% | +30.6% | -25.7% | -8.2% |
| 3Y | +64.3% | +91.1% | -26.8% | +16.9% |
| 5Y | +34.0% | +68.6% | -34.6% | -0.3% |
| 10Y | +268.2% | +99.9% | +168.3% | +141.1% |
| All | +14,370.1% | +1,155.7% | +13,214.3% | +4,209.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling