+260.0%
ROK vs PR
+68.1%
+191.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.9% |
| 7D | -11.0% | -9.5% | -1.5% | -10.1% |
| 30D | -8.2% | -5.7% | -2.5% | -7.7% |
| 3M | -8.5% | +3.0% | -11.4% | -8.9% |
| 6M | -12.0% | +11.8% | -23.8% | -13.3% |
| YTD | +3.1% | +58.5% | -55.4% | -2.5% |
| 1Y | +2.9% | +69.9% | -67.0% | -3.5% |
| 3Y | +60.7% | +84.9% | -24.3% | +48.6% |
| 5Y | +29.5% | +246.4% | -217.0% | +10.4% |
| All | +260.0% | +68.1% | +191.8% | +212.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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