+4,103.1%
ROK vs RL
+1,476.5%
+2,626.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.9% |
| 7D | -13.8% | -4.2% | -9.7% | -12.4% |
| 30D | -14.9% | +4.3% | -19.2% | -16.0% |
| 3M | -14.7% | -4.6% | -10.1% | -13.4% |
| 6M | -17.7% | +1.7% | -19.4% | -18.7% |
| YTD | -2.5% | +7.3% | -9.8% | -5.5% |
| 1Y | +2.3% | +20.8% | -18.5% | -4.8% |
| 3Y | +52.7% | +247.0% | -194.2% | -2.0% |
| 5Y | +20.5% | +225.5% | -204.9% | -22.9% |
| 10Y | +284.0% | +363.0% | -79.0% | +100.0% |
| All | +4,103.1% | +1,476.5% | +2,626.6% | +1,336.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling