+829.8%
ROK vs PSLV
+108.9%
+720.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.3% | +4.2% | -0.4% |
| 7D | -1.6% | -4.9% | +3.3% | -1.0% |
| 30D | -5.4% | -1.9% | -3.6% | -5.3% |
| 3M | -4.0% | +4.2% | -8.1% | -4.7% |
| 6M | +13.3% | -27.6% | +40.9% | +17.4% |
| YTD | +9.3% | -11.7% | +21.0% | +8.9% |
| 1Y | +25.8% | +49.3% | -23.5% | +16.6% |
| 3Y | +49.1% | +167.1% | -118.0% | +26.9% |
| 5Y | +45.9% | +151.7% | -105.8% | +24.0% |
| 10Y | +349.9% | +187.0% | +162.9% | +267.5% |
| All | +829.8% | +108.9% | +720.9% | +577.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling