+354.9%
ROK vs RL
+297.6%
+57.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | +0.5% |
| 7D | +0.2% | -0.3% | +0.4% | +0.2% |
| 30D | -1.8% | -17.5% | +15.7% | +5.0% |
| 3M | -7.2% | -14.0% | +6.8% | -2.5% |
| 6M | +14.2% | -2.0% | +16.1% | +13.9% |
| YTD | +10.6% | -4.6% | +15.2% | +11.3% |
| 1Y | +25.9% | +9.5% | +16.4% | +20.5% |
| 3Y | +50.8% | +200.5% | -149.7% | -1.2% |
| 5Y | +47.0% | +226.3% | -179.2% | -9.5% |
| 10Y | +354.9% | +304.8% | +50.1% | +149.5% |
| All | +354.9% | +297.6% | +57.3% | +149.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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