+343.5%
ROK vs P
+712.4%
-368.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.4% |
| 7D | +2.8% | +7.8% | -5.1% | +1.0% |
| 30D | -2.4% | +12.3% | -14.7% | -5.6% |
| 3M | -4.7% | +37.1% | -41.8% | -12.5% |
| 6M | +16.8% | +66.1% | -49.3% | +1.5% |
| YTD | +11.4% | +50.9% | -39.6% | -1.7% |
| 1Y | +26.2% | +27.2% | -1.1% | +13.4% |
| 3Y | +51.9% | +158.7% | -106.8% | +6.7% |
| 5Y | +46.4% | +291.1% | -244.7% | -10.7% |
| 10Y | +343.5% | +715.0% | -371.5% | +113.8% |
| All | +343.5% | +712.4% | -368.8% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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