+268.2%
ROK vs PR
+72.8%
+195.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.5% | +2.0% |
| 7D | -8.5% | -0.5% | -8.0% | -8.4% |
| 30D | -6.4% | -4.6% | -1.8% | -6.0% |
| 3M | -8.8% | +4.7% | -13.5% | -9.4% |
| 6M | -10.5% | +12.4% | -23.0% | -11.9% |
| YTD | +5.4% | +62.9% | -57.4% | -0.6% |
| 1Y | +5.0% | +70.6% | -65.6% | -1.5% |
| 3Y | +64.3% | +90.0% | -25.7% | +51.5% |
| 5Y | +34.0% | +255.5% | -221.6% | +13.9% |
| 10Y | +268.2% | +78.7% | +189.4% | +218.3% |
| All | +268.2% | +72.8% | +195.4% | +218.3% |
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