+193.8%
ROK vs REPL
-6.0%
+199.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.4% |
| 7D | +0.7% | -3.0% | +3.7% | +0.8% |
| 30D | -3.3% | +27.1% | -30.4% | -4.3% |
| 3M | -5.9% | +52.4% | -58.2% | -9.0% |
| 6M | +13.9% | +107.4% | -93.6% | +4.4% |
| YTD | +12.6% | +54.7% | -42.2% | +4.6% |
| 1Y | +28.6% | +158.9% | -130.3% | +13.0% |
| 3Y | +45.1% | -23.7% | +68.8% | +23.0% |
| 5Y | +45.6% | -54.3% | +99.9% | +25.9% |
| All | +193.8% | -6.0% | +199.8% | +112.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling