+344.5%
ROK vs P
+469.1%
-124.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -2.1% |
| 7D | -13.8% | -23.8% | +10.0% | -8.7% |
| 30D | -14.9% | -36.6% | +21.7% | -6.6% |
| 3M | -14.7% | +10.9% | -25.5% | -17.7% |
| 6M | -17.7% | +30.0% | -47.7% | -24.4% |
| YTD | -2.5% | +44.4% | -46.8% | -13.2% |
| 1Y | +2.3% | +3.9% | -1.7% | -3.8% |
| 3Y | +52.7% | +176.6% | -123.8% | +7.4% |
| 5Y | +20.5% | +249.3% | -228.7% | -22.1% |
| 10Y | +284.0% | +726.9% | -442.9% | +95.9% |
| All | +344.5% | +469.1% | -124.6% | +129.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling