+354.9%
ROK vs DRI
+348.4%
+6.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.1% |
| 7D | +0.2% | -4.8% | +5.0% | +2.1% |
| 30D | -1.8% | -3.9% | +2.1% | -0.4% |
| 3M | -7.2% | +5.1% | -12.3% | -9.3% |
| 6M | +14.2% | +5.5% | +8.7% | +11.1% |
| YTD | +10.6% | +16.5% | -5.9% | +3.2% |
| 1Y | +25.9% | +2.0% | +23.9% | +23.2% |
| 3Y | +50.8% | +54.5% | -3.7% | +23.8% |
| 5Y | +47.0% | +66.6% | -19.5% | +15.8% |
| 10Y | +354.9% | +353.6% | +1.3% | +130.5% |
| All | +354.9% | +348.4% | +6.5% | +130.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling