+15,078.6%
ROK vs DTE
+3,490.3%
+11,588.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | -1.8% | -0.5% | -1.3% | -1.6% |
| 3M | -7.2% | -6.0% | -1.1% | -4.5% |
| 6M | +14.2% | -7.2% | +21.4% | +17.7% |
| YTD | +10.6% | +7.2% | +3.4% | +5.3% |
| 1Y | +25.9% | +4.1% | +21.8% | +21.7% |
| 3Y | +50.8% | +46.9% | +3.9% | +19.0% |
| 5Y | +47.0% | +32.9% | +14.1% | +21.2% |
| 10Y | +354.9% | +144.5% | +210.4% | +159.0% |
| All | +15,078.6% | +3,490.3% | +11,588.4% | +2,533.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling