+45.9%
ROK vs DVA
+40.8%
+5.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -5.4% | +1.7% | -7.1% | -5.7% |
| 3M | -4.0% | -8.7% | +4.7% | -3.2% |
| 6M | +13.3% | +19.7% | -6.3% | +9.7% |
| YTD | +9.3% | +59.6% | -50.3% | +1.1% |
| 1Y | +25.8% | +37.1% | -11.3% | +18.9% |
| 3Y | +49.1% | +89.8% | -40.7% | +34.2% |
| 5Y | +45.9% | +47.4% | -1.5% | +38.2% |
| All | +45.9% | +40.8% | +5.0% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 5y: compounded portfolio wealth divided by compounded DVA 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…
5y analysis · Full analysis span regression · 6 months rolling