+57.5%
ROK vs RRC
+50.2%
+7.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.5% |
| 7D | -11.5% | -10.3% | -1.2% | -9.5% |
| 30D | -10.0% | +19.5% | -29.5% | -13.5% |
| 3M | -11.4% | +27.9% | -39.4% | -16.4% |
| 6M | -13.7% | +21.2% | -34.9% | -17.7% |
| YTD | +1.0% | +39.6% | -38.5% | -8.9% |
| 1Y | +5.6% | +31.3% | -25.6% | -3.0% |
| All | +57.5% | +50.2% | +7.3% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling