+6,438.5%
ROK vs DRI
+8,060.6%
-1,622.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | -11.0% | +4.2% | -15.3% | -12.3% |
| 30D | -8.2% | +15.7% | -23.9% | -12.9% |
| 3M | -8.5% | +5.8% | -14.2% | -10.6% |
| 6M | -12.0% | +18.4% | -30.4% | -17.7% |
| YTD | +3.1% | +28.2% | -25.1% | -6.6% |
| 1Y | +2.9% | +35.9% | -33.0% | -8.8% |
| 3Y | +60.7% | +67.7% | -7.1% | +30.6% |
| 5Y | +29.5% | +77.9% | -48.4% | +2.3% |
| 10Y | +262.6% | +338.7% | -76.1% | +89.5% |
| All | +6,438.5% | +8,060.6% | -1,622.1% | +1,365.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling