+348.5%
ROK vs HRB
+209.1%
+139.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.5% |
| 7D | -1.2% | -8.0% | +6.8% | +0.7% |
| 30D | -4.8% | -16.0% | +11.2% | -1.0% |
| 3M | -6.1% | +26.9% | -33.0% | -12.4% |
| 6M | +15.5% | +51.1% | -35.6% | +1.5% |
| YTD | +11.2% | +7.1% | +4.1% | +6.9% |
| 1Y | +23.8% | -9.6% | +33.5% | +24.4% |
| 3Y | +53.1% | +25.4% | +27.7% | +37.1% |
| 5Y | +48.3% | +114.9% | -66.6% | +11.8% |
| All | +348.5% | +209.1% | +139.4% | +181.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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