+5.0%
ROK vs DRI
+36.0%
-31.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.2% |
| 7D | -8.5% | -0.7% | -7.8% | -8.3% |
| 30D | -6.4% | +14.7% | -21.1% | -9.2% |
| 3M | -8.8% | +5.4% | -14.3% | -9.9% |
| 6M | -10.5% | +18.8% | -29.3% | -14.6% |
| YTD | +5.4% | +28.4% | -23.0% | -3.4% |
| 1Y | +5.0% | +37.7% | -32.7% | -7.9% |
| All | +5.0% | +36.0% | -31.0% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling