+266.4%
ROK vs FIVE
+596.6%
-330.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.6% | -2.0% | +2.1% |
| 7D | -11.5% | +6.2% | -17.7% | -12.9% |
| 30D | -10.0% | +18.2% | -28.2% | -13.8% |
| 3M | -11.4% | +3.8% | -15.3% | -12.7% |
| 6M | -13.7% | +13.7% | -27.4% | -17.6% |
| YTD | +1.0% | +34.7% | -33.7% | -8.3% |
| 1Y | +5.6% | +66.6% | -61.0% | -9.5% |
| 3Y | +59.1% | +44.3% | +14.8% | +32.3% |
| 5Y | +26.1% | +18.8% | +7.4% | +6.8% |
| 10Y | +266.4% | +569.2% | -302.8% | +103.1% |
| All | +266.4% | +596.6% | -330.1% | +103.1% |
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