+47.0%
ROK vs ROP
-16.4%
+63.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | 0.0% |
| 7D | +0.2% | -6.1% | +6.3% | +3.6% |
| 30D | -1.8% | -3.4% | +1.6% | -0.2% |
| 3M | -7.2% | +16.7% | -23.9% | -16.9% |
| 6M | +14.2% | +8.1% | +6.1% | +6.8% |
| YTD | +10.6% | -11.7% | +22.3% | +18.6% |
| 1Y | +25.9% | -24.2% | +50.1% | +51.1% |
| 3Y | +50.8% | -19.0% | +69.7% | +69.3% |
| 5Y | +47.0% | -15.9% | +62.9% | +54.5% |
| All | +47.0% | -16.4% | +63.5% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling