+47.5%
ROK vs ITOT
+74.3%
-26.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +0.7% |
| 7D | -1.2% | -0.9% | -0.3% | -0.2% |
| 30D | -4.8% | -1.5% | -3.4% | -3.1% |
| 3M | -6.1% | +3.6% | -9.7% | -10.0% |
| 6M | +15.5% | +13.7% | +1.8% | -0.5% |
| YTD | +11.2% | +12.9% | -1.8% | -3.2% |
| 1Y | +23.8% | +17.2% | +6.7% | +3.5% |
| 3Y | +53.1% | +75.6% | -22.5% | -18.2% |
| All | +47.5% | +74.3% | -26.8% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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