+91.2%
ROK vs ROIV
+232.7%
-141.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.2% |
| 7D | +0.7% | +0.6% | +0.1% | +0.6% |
| 30D | -3.3% | +1.0% | -4.3% | -3.5% |
| 3M | -5.9% | +18.3% | -24.1% | -7.4% |
| 6M | +13.9% | +18.3% | -4.5% | +11.9% |
| YTD | +12.6% | +61.0% | -48.4% | +7.5% |
| 1Y | +28.6% | +177.9% | -149.3% | +17.3% |
| 3Y | +45.1% | +199.1% | -154.0% | +30.5% |
| 5Y | +45.6% | +250.7% | -205.1% | +24.4% |
| All | +91.2% | +232.7% | -141.5% | +64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling