+15,078.6%
ROK vs RRX
+3,824.6%
+11,254.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.4% |
| 7D | +0.2% | -0.7% | +0.9% | +0.5% |
| 30D | -1.8% | -8.0% | +6.2% | +1.6% |
| 3M | -7.2% | -25.1% | +17.9% | +3.0% |
| 6M | +14.2% | -18.3% | +32.4% | +21.0% |
| YTD | +10.6% | +14.2% | -3.6% | +0.4% |
| 1Y | +25.9% | +13.0% | +12.9% | +13.9% |
| 3Y | +50.8% | +4.2% | +46.6% | +35.9% |
| 5Y | +47.0% | +17.9% | +29.2% | +23.4% |
| 10Y | +354.9% | +220.4% | +134.5% | +152.4% |
| All | +15,078.6% | +3,824.6% | +11,254.0% | +5,565.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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