+421.1%
ROK vs RNG
+327.7%
+93.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.2% | +1.8% |
| 7D | +0.7% | +5.8% | -5.1% | -0.1% |
| 30D | -3.3% | +19.6% | -22.9% | -5.8% |
| 3M | -5.9% | +67.0% | -72.9% | -13.3% |
| 6M | +13.9% | +88.4% | -74.5% | +2.1% |
| YTD | +12.6% | +155.5% | -142.9% | -4.8% |
| 1Y | +28.6% | +141.7% | -113.1% | +9.3% |
| 3Y | +45.1% | +131.1% | -86.0% | +21.2% |
| 5Y | +45.6% | -70.6% | +116.2% | +49.1% |
| 10Y | +345.0% | +228.2% | +116.8% | +197.7% |
| All | +421.1% | +327.7% | +93.4% | +233.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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