+1,866.9%
ROK vs ITOT
+885.8%
+981.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | 0.0% |
| 7D | +0.2% | -0.4% | +0.5% | +0.6% |
| 30D | -1.8% | -1.6% | -0.2% | +0.2% |
| 3M | -7.2% | +3.5% | -10.7% | -11.2% |
| 6M | +14.2% | +13.1% | +1.0% | -2.2% |
| YTD | +10.6% | +12.7% | -2.2% | -4.6% |
| 1Y | +25.9% | +18.3% | +7.6% | +2.4% |
| 3Y | +50.8% | +76.4% | -25.6% | -25.5% |
| 5Y | +47.0% | +73.8% | -26.7% | -26.1% |
| 10Y | +354.9% | +301.2% | +53.7% | -23.6% |
| All | +1,866.9% | +885.8% | +981.1% | +5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling