+173.8%
ROK vs REPL
+37.4%
+136.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.5% |
| 7D | +6.1% | +9.8% | -3.7% | +5.7% |
| 30D | -6.5% | +81.5% | -88.0% | -8.7% |
| 3M | -10.2% | +44.2% | -54.4% | -11.6% |
| 6M | -10.6% | +437.4% | -448.0% | -19.1% |
| YTD | +4.9% | +126.1% | -121.2% | -4.1% |
| 1Y | +3.8% | +143.1% | -139.3% | -5.5% |
| 3Y | +63.5% | +97.8% | -34.3% | +28.5% |
| 5Y | +30.9% | -34.3% | +65.2% | +11.8% |
| All | +173.8% | +37.4% | +136.4% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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