+4,254.0%
ROK vs RL
+1,568.4%
+2,685.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.8% | -2.2% | +1.7% |
| 7D | -11.5% | +0.2% | -11.8% | -11.4% |
| 30D | -10.0% | +7.3% | -17.3% | -11.9% |
| 3M | -11.4% | +1.0% | -12.5% | -11.8% |
| 6M | -13.7% | +11.8% | -25.5% | -17.4% |
| YTD | +1.0% | +13.6% | -12.6% | -4.0% |
| 1Y | +5.6% | +24.0% | -18.4% | -2.5% |
| 3Y | +59.1% | +256.6% | -197.5% | +1.1% |
| 5Y | +26.1% | +240.2% | -214.1% | -20.6% |
| 10Y | +266.4% | +373.0% | -106.5% | +89.4% |
| All | +4,254.0% | +1,568.4% | +2,685.6% | +1,360.4% |
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