+60.7%
ROK vs DRI
+69.5%
-8.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | -11.0% | +4.2% | -15.3% | -12.2% |
| 30D | -8.2% | +15.7% | -23.9% | -12.6% |
| 3M | -8.5% | +5.8% | -14.2% | -10.4% |
| 6M | -12.0% | +18.4% | -30.4% | -17.6% |
| YTD | +3.1% | +28.2% | -25.1% | -7.1% |
| 1Y | +2.9% | +35.9% | -33.0% | -9.5% |
| 3Y | +60.7% | +67.7% | -7.1% | +19.6% |
| All | +60.7% | +69.5% | -8.8% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling