+26.2%
ROK vs ROIV
+221.6%
-195.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +18.8% | -19.8% | -3.2% |
| 7D | +2.8% | +20.2% | -17.4% | +0.3% |
| 30D | -2.4% | +14.1% | -16.5% | -4.1% |
| 3M | -4.7% | +45.6% | -50.3% | -10.3% |
| 6M | +16.8% | +44.1% | -27.4% | +9.5% |
| YTD | +11.4% | +91.2% | -79.8% | -0.5% |
| 1Y | +26.2% | +221.3% | -195.1% | +2.2% |
| All | +26.2% | +221.6% | -195.4% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling