+4,423.1%
ROK vs RBA
+3,565.5%
+857.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +0.7% | -2.9% | +3.6% | +1.7% |
| 30D | -3.3% | -12.3% | +9.0% | +0.8% |
| 3M | -5.9% | -20.5% | +14.7% | +0.8% |
| 6M | +13.9% | -18.5% | +32.4% | +20.8% |
| YTD | +12.6% | -18.2% | +30.8% | +19.0% |
| 1Y | +28.6% | -27.5% | +56.1% | +41.3% |
| 3Y | +45.1% | +38.1% | +7.0% | +26.6% |
| 5Y | +45.6% | +44.8% | +0.8% | +21.8% |
| 10Y | +345.0% | +187.1% | +157.9% | +185.5% |
| All | +4,423.1% | +3,565.5% | +857.6% | +1,810.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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