+19.4%
ROK vs Q
+78.4%
-59.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.2% |
| 7D | +0.2% | +6.6% | -6.4% | -1.7% |
| 30D | -1.8% | -6.6% | +4.8% | -0.1% |
| 3M | -7.2% | -13.2% | +6.0% | -4.0% |
| 6M | +14.2% | +9.9% | +4.2% | +9.2% |
| YTD | +10.6% | +53.9% | -43.4% | -2.6% |
| All | +19.4% | +78.4% | -59.0% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling