+7.4%
ROK vs DG
+31.9%
-24.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +7.1% | +0.3% | +6.8% | +7.1% |
| 30D | -5.0% | +3.2% | -8.2% | -5.1% |
| 3M | -9.4% | +10.4% | -19.8% | -10.2% |
| 6M | -11.0% | +33.2% | -44.2% | -14.7% |
| YTD | +4.4% | +3.0% | +1.5% | +5.7% |
| 1Y | +7.4% | +31.2% | -23.8% | +7.2% |
| All | +7.4% | +31.9% | -24.5% | +7.2% |
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