+15,354.0%
ROK vs DD
+961.9%
+14,392.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | +0.7% | -3.5% | +4.2% | +2.4% |
| 30D | -3.3% | -10.3% | +7.0% | +1.9% |
| 3M | -5.9% | -7.5% | +1.7% | -2.4% |
| 6M | +13.9% | -8.0% | +21.9% | +18.3% |
| YTD | +12.6% | +10.5% | +2.1% | +7.0% |
| 1Y | +28.6% | +38.3% | -9.7% | +9.0% |
| 3Y | +45.1% | +42.5% | +2.6% | +18.7% |
| 5Y | +45.6% | +60.2% | -14.6% | +11.1% |
| 10Y | +345.0% | +68.9% | +276.2% | +216.4% |
| All | +15,354.0% | +961.9% | +14,392.1% | +4,896.2% |
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