+11,474.3%
ROK vs ROP
+30,173.0%
-18,698.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.6% |
| 7D | +7.1% | +0.7% | +6.4% | +6.8% |
| 30D | -5.0% | +28.8% | -33.7% | -14.4% |
| 3M | -9.4% | +21.1% | -30.4% | -16.6% |
| 6M | -11.0% | +52.5% | -63.5% | -26.0% |
| YTD | +4.4% | +8.9% | -4.4% | -1.5% |
| 1Y | +7.4% | +8.2% | -0.8% | +1.5% |
| 3Y | +61.0% | -5.2% | +66.1% | +60.4% |
| 5Y | +30.4% | +1.7% | +28.7% | +27.0% |
| 10Y | +264.8% | +185.4% | +79.4% | +148.6% |
| All | +11,474.3% | +30,173.0% | -18,698.7% | +3,995.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling