+25.8%
ROK vs DG
+20.1%
+5.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.0% |
| 7D | -1.6% | -6.3% | +4.7% | -0.9% |
| 30D | -5.4% | +2.4% | -7.9% | -5.8% |
| 3M | -4.0% | +12.4% | -16.4% | -5.9% |
| 6M | +13.3% | -14.9% | +28.3% | +15.9% |
| YTD | +9.3% | -6.1% | +15.4% | +11.0% |
| 1Y | +25.8% | +17.9% | +8.0% | +26.2% |
| All | +25.8% | +20.1% | +5.7% | +26.2% |
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