+263.4%
ROK vs DG
+105.2%
+158.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +7.1% | +0.3% | +6.8% | +7.0% |
| 30D | -5.0% | +3.2% | -8.2% | -5.6% |
| 3M | -9.4% | +10.4% | -19.8% | -11.2% |
| 6M | -11.0% | +33.2% | -44.2% | -15.8% |
| YTD | +4.4% | +3.0% | +1.5% | +3.1% |
| 1Y | +7.4% | +31.2% | -23.8% | +1.4% |
| 3Y | +61.0% | +21.8% | +39.1% | +47.6% |
| 5Y | +30.4% | -35.0% | +65.3% | +41.0% |
| All | +263.4% | +105.2% | +158.2% | +201.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling