+25.8%
ROK vs DRI
+1.2%
+24.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -1.6% | -4.8% | +3.2% | -0.7% |
| 30D | -5.4% | -5.2% | -0.2% | -4.5% |
| 3M | -4.0% | +2.7% | -6.7% | -4.7% |
| 6M | +13.3% | +3.6% | +9.7% | +12.0% |
| YTD | +9.3% | +15.4% | -6.1% | +6.4% |
| 1Y | +25.8% | +1.3% | +24.6% | +20.7% |
| All | +25.8% | +1.2% | +24.6% | +20.7% |
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