+47.0%
ROK vs GEN
+20.0%
+27.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +0.2% | -2.9% | +3.1% | +1.1% |
| 30D | -1.8% | +2.1% | -3.9% | -2.6% |
| 3M | -7.2% | +19.7% | -26.9% | -12.9% |
| 6M | +14.2% | +33.3% | -19.1% | +2.2% |
| YTD | +10.6% | +11.1% | -0.5% | +5.7% |
| 1Y | +25.9% | +3.0% | +22.9% | +23.7% |
| 3Y | +50.8% | +57.9% | -7.1% | +28.1% |
| 5Y | +47.0% | +20.6% | +26.4% | +31.9% |
| All | +47.0% | +20.0% | +27.1% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling