+30.9%
ROK vs PR
+269.8%
-238.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.9% |
| 7D | +6.1% | +6.7% | -0.6% | +4.8% |
| 30D | -6.5% | -6.1% | -0.4% | -5.5% |
| 3M | -10.2% | +6.9% | -17.0% | -11.6% |
| 6M | -10.6% | +14.6% | -25.2% | -13.5% |
| YTD | +4.9% | +66.1% | -61.2% | -6.7% |
| 1Y | +3.8% | +77.0% | -73.2% | -8.9% |
| 3Y | +63.5% | +93.8% | -30.3% | +38.9% |
| 5Y | +30.9% | +268.2% | -237.3% | -1.7% |
| All | +30.9% | +269.8% | -238.9% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling