+13,770.5%
ROK vs RRC
+1,418.2%
+12,352.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.6% |
| 7D | -11.5% | -10.3% | -1.2% | -10.3% |
| 30D | -10.0% | +19.5% | -29.5% | -12.1% |
| 3M | -11.4% | +27.9% | -39.4% | -14.3% |
| 6M | -13.7% | +21.2% | -34.9% | -16.1% |
| YTD | +1.0% | +39.6% | -38.5% | -3.8% |
| 1Y | +5.6% | +31.3% | -25.6% | +1.2% |
| 3Y | +59.1% | +51.9% | +7.1% | +48.8% |
| 5Y | +26.1% | +110.2% | -84.0% | +10.3% |
| 10Y | +266.4% | +56.7% | +209.8% | +193.8% |
| All | +13,770.5% | +1,418.2% | +12,352.3% | +9,619.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling