+188.6%
ROK vs REPL
-9.7%
+198.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.6% |
| 7D | +0.2% | -9.6% | +9.7% | +0.5% |
| 30D | -1.8% | +5.7% | -7.5% | -2.1% |
| 3M | -7.2% | +56.4% | -63.6% | -10.4% |
| 6M | +14.2% | +67.4% | -53.3% | +5.9% |
| YTD | +10.6% | +48.7% | -38.1% | +2.9% |
| 1Y | +25.9% | +148.3% | -122.4% | +10.8% |
| 3Y | +50.8% | -26.7% | +77.5% | +28.0% |
| 5Y | +47.0% | -54.1% | +101.2% | +26.8% |
| All | +188.6% | -9.7% | +198.3% | +109.0% |
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