+348.5%
ROK vs DTE
+137.8%
+210.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.3% |
| 7D | -1.2% | -2.6% | +1.3% | 0.0% |
| 30D | -4.8% | -4.4% | -0.4% | -2.8% |
| 3M | -6.1% | -8.3% | +2.2% | -2.4% |
| 6M | +15.5% | -8.1% | +23.6% | +19.4% |
| YTD | +11.2% | +4.4% | +6.7% | +7.3% |
| 1Y | +23.8% | +0.2% | +23.7% | +22.0% |
| 3Y | +53.1% | +42.6% | +10.5% | +22.7% |
| 5Y | +48.3% | +31.5% | +16.8% | +22.9% |
| All | +348.5% | +137.8% | +210.7% | +183.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling