+30.1%
ROK vs P
+279.3%
-249.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | 0.0% |
| 7D | +7.1% | +11.6% | -4.5% | +4.6% |
| 30D | -5.0% | -23.7% | +18.7% | 0.0% |
| 3M | -9.4% | -8.0% | -1.4% | -8.8% |
| 6M | -11.0% | +27.9% | -38.9% | -17.5% |
| YTD | +4.4% | +61.2% | -56.7% | -8.6% |
| 1Y | +7.4% | +28.6% | -21.2% | -3.2% |
| 3Y | +61.0% | +200.5% | -139.5% | +9.0% |
| All | +30.1% | +279.3% | -249.2% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling