+348.5%
ROK vs RRC
+4.9%
+343.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.9% |
| 7D | -1.2% | -1.8% | +0.5% | -1.0% |
| 30D | -4.8% | +2.7% | -7.5% | -5.2% |
| 3M | -6.1% | +8.8% | -14.9% | -7.4% |
| 6M | +15.5% | -1.2% | +16.7% | +15.1% |
| YTD | +11.2% | +17.6% | -6.4% | +7.8% |
| 1Y | +23.8% | +18.4% | +5.4% | +19.5% |
| 3Y | +53.1% | +33.1% | +20.0% | +44.2% |
| 5Y | +48.3% | +148.2% | -99.9% | +24.6% |
| All | +348.5% | +4.9% | +343.6% | +245.9% |
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