+47.5%
ROK vs DGX
+66.8%
-19.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.2% |
| 7D | -1.2% | -0.9% | -0.4% | -1.0% |
| 30D | -4.8% | -1.2% | -3.6% | -4.5% |
| 3M | -6.1% | +15.8% | -21.9% | -10.1% |
| 6M | +15.5% | +18.2% | -2.7% | +9.7% |
| YTD | +11.2% | +37.2% | -26.0% | +0.5% |
| 1Y | +23.8% | +30.4% | -6.5% | +13.6% |
| 3Y | +53.1% | +96.7% | -43.6% | +19.4% |
| All | +47.5% | +66.8% | -19.3% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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