+48.1%
ROK vs FIVE
+31.2%
+16.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | +0.1% |
| 7D | +0.7% | +4.3% | -3.6% | -0.3% |
| 30D | -3.3% | +12.5% | -15.8% | -6.1% |
| 3M | -5.9% | +31.2% | -37.1% | -12.0% |
| 6M | +13.9% | +14.4% | -0.5% | +9.1% |
| YTD | +12.6% | +33.9% | -21.3% | +3.9% |
| 1Y | +28.6% | +65.1% | -36.5% | +12.5% |
| 3Y | +45.1% | +49.0% | -3.9% | +23.2% |
| All | +48.1% | +31.2% | +16.9% | +22.6% |
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