+30.1%
ROK vs FIVE
+16.7%
+13.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +7.1% | +2.7% | +4.4% | +6.4% |
| 30D | -5.0% | +12.7% | -17.6% | -7.4% |
| 3M | -9.4% | +2.1% | -11.4% | -10.1% |
| 6M | -11.0% | +17.5% | -28.5% | -15.0% |
| YTD | +4.4% | +31.0% | -26.5% | -3.3% |
| 1Y | +7.4% | +67.7% | -60.3% | -6.2% |
| 3Y | +61.0% | +43.4% | +17.6% | +38.3% |
| All | +30.1% | +16.7% | +13.4% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling