+296.6%
ROK vs PR
+147.8%
+148.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -4.9% | -9.3% | -13.7% |
| 7D | -15.6% | -16.5% | +1.0% | -14.0% |
| 30D | -15.5% | -4.5% | -10.9% | -15.1% |
| 3M | -15.1% | +8.5% | -23.6% | -15.9% |
| 6M | -12.0% | -3.3% | -8.7% | -12.1% |
| YTD | -1.1% | +55.7% | -56.8% | -6.3% |
| 1Y | +6.5% | +82.0% | -75.6% | -0.8% |
| 3Y | +51.8% | +62.5% | -10.7% | +42.1% |
| 5Y | +22.2% | +223.9% | -201.7% | +4.9% |
| 10Y | +289.3% | +64.2% | +225.1% | +231.3% |
| All | +296.6% | +147.8% | +148.8% | +245.0% |
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