+13,770.5%
ROK vs GEN
+8,591.0%
+5,179.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -11.5% | -0.3% | -11.2% | -11.5% |
| 30D | -10.0% | +28.2% | -38.2% | -13.8% |
| 3M | -11.4% | +2.6% | -14.1% | -12.4% |
| 6M | -13.7% | +32.7% | -46.4% | -18.5% |
| YTD | +1.0% | +11.3% | -10.2% | -2.2% |
| 1Y | +5.6% | +17.9% | -12.3% | +1.2% |
| 3Y | +59.1% | +66.3% | -7.2% | +44.0% |
| 5Y | +26.1% | +31.7% | -5.6% | +17.3% |
| 10Y | +266.4% | +150.0% | +116.4% | +198.3% |
| All | +13,770.5% | +8,591.0% | +5,179.6% | +6,271.5% |
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