+48.1%
ROK vs DG
-37.9%
+86.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -0.7% |
| 7D | +2.8% | -2.5% | +5.2% | +3.0% |
| 30D | -2.4% | +1.0% | -3.4% | -2.5% |
| 3M | -4.7% | +20.3% | -25.0% | -6.6% |
| 6M | +16.8% | -11.7% | +28.5% | +17.8% |
| YTD | +11.4% | -2.3% | +13.7% | +11.3% |
| 1Y | +26.2% | +20.0% | +6.2% | +23.6% |
| 3Y | +51.9% | +7.2% | +44.6% | +48.4% |
| All | +48.1% | -37.9% | +86.0% | +62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling