+413.1%
ROK vs P
+485.4%
-72.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.0% |
| 7D | +0.7% | +6.5% | -5.9% | -0.7% |
| 30D | -3.3% | +18.8% | -22.1% | -7.5% |
| 3M | -5.9% | +26.7% | -32.6% | -11.7% |
| 6M | +13.9% | +62.2% | -48.3% | +0.3% |
| YTD | +12.6% | +48.5% | -35.9% | +0.4% |
| 1Y | +28.6% | +26.4% | +2.2% | +16.4% |
| 3Y | +45.1% | +159.4% | -114.3% | +4.4% |
| 5Y | +45.6% | +275.8% | -230.2% | -6.8% |
| 10Y | +345.0% | +732.0% | -387.0% | +127.7% |
| All | +413.1% | +485.4% | -72.3% | +165.5% |
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