+46.4%
ROK vs REPL
-53.9%
+100.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -1.0% |
| 7D | +2.8% | -5.7% | +8.5% | +2.9% |
| 30D | -2.4% | +22.5% | -24.9% | -2.8% |
| 3M | -4.7% | +64.7% | -69.4% | -6.6% |
| 6M | +16.8% | +83.0% | -66.3% | +12.1% |
| YTD | +11.4% | +52.0% | -40.6% | +7.3% |
| 1Y | +26.2% | +144.5% | -118.4% | +17.8% |
| 3Y | +51.9% | -25.1% | +76.9% | +40.5% |
| 5Y | +46.4% | -52.9% | +99.2% | +35.1% |
| All | +46.4% | -53.9% | +100.3% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling