+6,587.2%
ROK vs DRI
+8,070.6%
-1,483.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.9% |
| 3M | -8.8% | +5.4% | -14.3% | -10.9% |
| 6M | -10.5% | +18.8% | -29.3% | -16.4% |
| YTD | +5.4% | +28.4% | -23.0% | -4.6% |
| 1Y | +5.0% | +37.7% | -32.7% | -7.4% |
| 3Y | +64.3% | +68.0% | -3.7% | +33.5% |
| 5Y | +34.0% | +78.8% | -44.8% | +5.6% |
| 10Y | +268.2% | +334.2% | -66.0% | +93.0% |
| All | +6,587.2% | +8,070.6% | -1,483.4% | +1,398.3% |
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