+30.1%
ROK vs ROIV
+380.3%
-350.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.3% |
| 7D | +7.1% | +1.7% | +5.4% | +6.9% |
| 30D | -5.0% | +17.6% | -22.5% | -6.4% |
| 3M | -9.4% | +9.0% | -18.3% | -10.4% |
| 6M | -11.0% | +35.3% | -46.3% | -14.1% |
| YTD | +4.4% | +82.2% | -77.7% | -2.5% |
| 1Y | +7.4% | +92.3% | -84.9% | -0.3% |
| 3Y | +61.0% | +336.8% | -275.8% | +38.7% |
| All | +30.1% | +380.3% | -350.2% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling