+53.1%
ROK vs PSLV
+165.9%
-112.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -1.2% | -3.5% | +2.2% | -0.8% |
| 30D | -4.8% | -2.1% | -2.7% | -4.6% |
| 3M | -6.1% | -1.6% | -4.4% | -6.1% |
| 6M | +15.5% | -25.5% | +41.0% | +19.1% |
| YTD | +11.2% | -11.4% | +22.6% | +10.1% |
| 1Y | +23.8% | +48.6% | -24.7% | +14.0% |
| 3Y | +53.1% | +166.9% | -113.8% | +25.8% |
| All | +53.1% | +165.9% | -112.7% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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