+341.2%
ROK vs DG
+99.2%
+242.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | -1.6% | -6.3% | +4.7% | -0.5% |
| 30D | -5.4% | +2.4% | -7.9% | -5.9% |
| 3M | -4.0% | +12.4% | -16.4% | -6.2% |
| 6M | +13.3% | -14.9% | +28.3% | +15.9% |
| YTD | +9.3% | -6.1% | +15.4% | +9.9% |
| 1Y | +25.8% | +17.9% | +8.0% | +21.0% |
| 3Y | +49.1% | +3.1% | +46.0% | +41.7% |
| 5Y | +45.9% | -38.7% | +84.5% | +58.7% |
| All | +341.2% | +99.2% | +242.0% | +248.7% |
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