+1,197.1%
ROK vs DG
+617.0%
+580.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.1% |
| 7D | +6.1% | -2.5% | +8.5% | +6.6% |
| 30D | -6.5% | +7.7% | -14.2% | -8.0% |
| 3M | -10.2% | +13.1% | -23.3% | -12.7% |
| 6M | -10.6% | +32.0% | -42.7% | -16.2% |
| YTD | +4.9% | +3.3% | +1.6% | +3.1% |
| 1Y | +3.8% | +31.7% | -27.8% | -3.2% |
| 3Y | +63.5% | +21.7% | +41.8% | +47.9% |
| 5Y | +30.9% | -34.7% | +65.7% | +37.7% |
| 10Y | +266.4% | +106.7% | +159.6% | +177.9% |
| All | +1,197.1% | +617.0% | +580.1% | +541.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling