+25.0%
ROK vs ROP
+10.4%
+14.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -0.5% |
| 7D | 0.0% | +11.7% | -11.7% | +0.1% |
| 30D | -2.5% | +35.5% | -37.9% | -2.9% |
| 3M | 0.0% | +25.6% | -25.6% | -0.1% |
| 6M | +11.6% | +39.3% | -27.7% | +10.6% |
| YTD | +15.2% | +11.6% | +3.5% | +18.2% |
| 1Y | +25.0% | +10.6% | +14.4% | +29.3% |
| All | +25.0% | +10.4% | +14.6% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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