+28.6%
ROK vs DG
+23.4%
+5.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.1% |
| 7D | +0.7% | +8.4% | -7.7% | -0.2% |
| 30D | -3.3% | +4.9% | -8.3% | -3.8% |
| 3M | -5.9% | +29.3% | -35.2% | -9.3% |
| 6M | +13.9% | -11.3% | +25.1% | +15.8% |
| YTD | +12.6% | +1.8% | +10.8% | +13.2% |
| 1Y | +28.6% | +25.3% | +3.3% | +27.2% |
| All | +28.6% | +23.4% | +5.2% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling