+34.0%
ROK vs PL
+38.8%
-4.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.2% |
| 7D | -8.5% | +13.4% | -21.9% | -9.9% |
| 30D | -6.4% | -10.2% | +3.7% | -5.4% |
| 3M | -8.8% | -39.5% | +30.6% | -3.9% |
| 6M | -10.5% | -65.7% | +55.2% | -0.4% |
| YTD | +5.4% | -27.3% | +32.7% | +4.7% |
| 1Y | +5.0% | +15.0% | -10.0% | -2.5% |
| 3Y | +64.3% | +560.8% | -496.5% | +10.5% |
| 5Y | +34.0% | +38.4% | -4.5% | -0.3% |
| All | +34.0% | +38.8% | -4.9% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling