+341.2%
ROK vs GEN
+157.3%
+183.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | -1.6% | -4.4% | +2.7% | -0.5% |
| 30D | -5.4% | +3.7% | -9.2% | -6.5% |
| 3M | -4.0% | +22.2% | -26.2% | -9.4% |
| 6M | +13.3% | +38.9% | -25.6% | +2.3% |
| YTD | +9.3% | +11.9% | -2.5% | +4.7% |
| 1Y | +25.8% | +4.5% | +21.3% | +22.7% |
| 3Y | +49.1% | +59.0% | -9.9% | +29.8% |
| 5Y | +45.9% | +22.0% | +23.9% | +32.7% |
| All | +341.2% | +157.3% | +183.9% | +225.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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