+78.1%
ROK vs ROIV
+280.9%
-202.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +4.0% | -0.1% |
| 7D | +6.1% | +9.2% | -3.1% | +5.2% |
| 30D | -6.5% | +19.9% | -26.4% | -7.9% |
| 3M | -10.2% | +10.6% | -20.8% | -11.2% |
| 6M | -10.6% | +36.1% | -46.7% | -13.4% |
| YTD | +4.9% | +84.3% | -79.4% | -1.2% |
| 1Y | +3.8% | +87.6% | -83.8% | -2.4% |
| 3Y | +63.5% | +353.9% | -290.4% | +43.6% |
| 5Y | +30.9% | +376.1% | -345.1% | +7.9% |
| All | +78.1% | +280.9% | -202.7% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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