+351.5%
ROK vs PR
+169.5%
+182.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.5% |
| 7D | +0.7% | +2.9% | -2.2% | +0.4% |
| 30D | -3.3% | +18.0% | -21.4% | -5.0% |
| 3M | -5.9% | +16.9% | -22.7% | -7.6% |
| 6M | +13.9% | +28.2% | -14.3% | +10.4% |
| YTD | +12.6% | +69.3% | -56.8% | +5.9% |
| 1Y | +28.6% | +69.5% | -40.9% | +20.7% |
| 3Y | +45.1% | +81.7% | -36.6% | +34.3% |
| 5Y | +45.6% | +422.2% | -376.7% | +19.7% |
| 10Y | +345.0% | +110.4% | +234.7% | +280.1% |
| All | +351.5% | +169.5% | +182.0% | +289.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling