+263.4%
ROK vs PR
+66.0%
+197.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.6% |
| 7D | -13.8% | -16.4% | +2.6% | -12.2% |
| 30D | -14.9% | -1.9% | -13.1% | -14.8% |
| 3M | -14.7% | +8.0% | -22.6% | -15.5% |
| 6M | -17.7% | +4.1% | -21.8% | -18.3% |
| YTD | -2.5% | +58.7% | -61.2% | -7.8% |
| 1Y | +2.3% | +75.8% | -73.6% | -4.4% |
| 3Y | +52.7% | +73.2% | -20.4% | +42.1% |
| 5Y | +20.5% | +230.1% | -209.6% | +3.2% |
| All | +263.4% | +66.0% | +197.3% | +217.5% |
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