+268.2%
ROK vs DRI
+339.9%
-71.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.2% |
| 7D | -8.5% | -0.7% | -7.8% | -8.2% |
| 30D | -6.4% | +14.7% | -21.1% | -11.3% |
| 3M | -8.8% | +5.4% | -14.3% | -11.1% |
| 6M | -10.5% | +18.8% | -29.3% | -16.9% |
| YTD | +5.4% | +28.4% | -23.0% | -5.5% |
| 1Y | +5.0% | +37.7% | -32.7% | -8.6% |
| 3Y | +64.3% | +68.0% | -3.7% | +30.4% |
| 5Y | +34.0% | +78.8% | -44.8% | +2.7% |
| 10Y | +268.2% | +334.2% | -66.0% | +90.2% |
| All | +268.2% | +339.9% | -71.7% | +90.2% |
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