+46.4%
ROK vs RRC
+153.5%
-107.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +2.8% | -1.2% | +4.0% | +3.0% |
| 30D | -2.4% | +9.4% | -11.8% | -4.0% |
| 3M | -4.7% | +7.4% | -12.1% | -6.1% |
| 6M | +16.8% | +1.5% | +15.3% | +15.7% |
| YTD | +11.4% | +19.4% | -8.0% | +6.7% |
| 1Y | +26.2% | +24.2% | +1.9% | +19.4% |
| 3Y | +51.9% | +32.8% | +19.1% | +40.6% |
| 5Y | +46.4% | +152.9% | -106.5% | +23.8% |
| All | +46.4% | +153.5% | -107.1% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling