+348.5%
ROK vs RGEN
+415.7%
-67.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -1.2% | -1.4% | +0.2% | -0.9% |
| 30D | -4.8% | -0.3% | -4.5% | -4.9% |
| 3M | -6.1% | +23.9% | -30.0% | -11.1% |
| 6M | +15.5% | +38.5% | -23.1% | +6.0% |
| YTD | +11.2% | +0.8% | +10.4% | +9.4% |
| 1Y | +23.8% | +38.2% | -14.4% | +13.2% |
| 3Y | +53.1% | +1.3% | +51.8% | +43.9% |
| 5Y | +48.3% | -44.0% | +92.3% | +50.0% |
| All | +348.5% | +415.7% | -67.2% | +177.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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