+268.2%
ROK vs RRC
+72.2%
+196.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +2.1% |
| 7D | -8.5% | -0.5% | -8.0% | -8.4% |
| 30D | -6.4% | +25.2% | -31.6% | -9.6% |
| 3M | -8.8% | +27.8% | -36.7% | -12.3% |
| 6M | -10.5% | +27.2% | -37.7% | -14.1% |
| YTD | +5.4% | +48.2% | -42.8% | -1.5% |
| 1Y | +5.0% | +34.7% | -29.7% | -0.6% |
| 3Y | +64.3% | +62.2% | +2.1% | +50.1% |
| 5Y | +34.0% | +130.9% | -96.9% | +13.4% |
| 10Y | +268.2% | +73.4% | +194.7% | +159.6% |
| All | +268.2% | +72.2% | +196.0% | +159.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling