+62.7%
ROK vs PL
+45.6%
+17.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.1% |
| 7D | -11.0% | +5.6% | -16.7% | -11.7% |
| 30D | -8.2% | -16.9% | +8.7% | -6.4% |
| 3M | -8.5% | -38.2% | +29.8% | -3.7% |
| 6M | -12.0% | -63.4% | +51.5% | -2.8% |
| YTD | +3.1% | -27.6% | +30.7% | +2.5% |
| 1Y | +2.9% | +6.6% | -3.7% | -3.5% |
| 3Y | +60.7% | +557.6% | -497.0% | +8.2% |
| 5Y | +29.5% | +39.5% | -10.0% | -3.7% |
| All | +62.7% | +45.6% | +17.1% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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