+343.5%
ROK vs FIVE
+475.1%
-131.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | +2.8% | +3.7% | -0.9% | +1.8% |
| 30D | -2.4% | +4.0% | -6.4% | -3.6% |
| 3M | -4.7% | +36.2% | -40.9% | -12.8% |
| 6M | +16.8% | +18.0% | -1.3% | +10.0% |
| YTD | +11.4% | +34.9% | -23.5% | +1.2% |
| 1Y | +26.2% | +67.9% | -41.7% | +7.5% |
| 3Y | +51.9% | +57.3% | -5.5% | +22.7% |
| 5Y | +46.4% | +39.5% | +6.8% | +17.8% |
| 10Y | +343.5% | +496.4% | -152.9% | +140.2% |
| All | +343.5% | +475.1% | -131.5% | +140.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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