+60.7%
ROK vs PR
+86.9%
-26.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.8% |
| 7D | -11.0% | -9.5% | -1.5% | -8.9% |
| 30D | -8.2% | -5.7% | -2.5% | -7.1% |
| 3M | -8.5% | +3.0% | -11.4% | -9.6% |
| 6M | -12.0% | +11.8% | -23.8% | -15.4% |
| YTD | +3.1% | +58.5% | -55.4% | -12.8% |
| 1Y | +2.9% | +69.9% | -67.0% | -15.3% |
| 3Y | +60.7% | +84.9% | -24.3% | +21.8% |
| All | +60.7% | +86.9% | -26.2% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling