+14,370.1%
ROK vs GEN
+8,835.9%
+5,534.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.1% | +0.2% | +1.9% |
| 7D | -8.5% | -0.8% | -7.7% | -8.3% |
| 30D | -6.4% | +31.2% | -37.6% | -10.7% |
| 3M | -8.8% | +6.1% | -14.9% | -10.4% |
| 6M | -10.5% | +38.1% | -48.6% | -16.1% |
| YTD | +5.4% | +14.4% | -9.0% | +1.5% |
| 1Y | +5.0% | +15.1% | -10.2% | +1.0% |
| 3Y | +64.3% | +68.5% | -4.2% | +48.4% |
| 5Y | +34.0% | +35.8% | -1.9% | +24.0% |
| 10Y | +268.2% | +155.4% | +112.8% | +198.6% |
| All | +14,370.1% | +8,835.9% | +5,534.1% | +6,517.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling