+25.0%
ROK vs RSG
+19.5%
+5.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.1% |
| 7D | 0.0% | +5.1% | -5.1% | +2.2% |
| 30D | -2.5% | +15.3% | -17.8% | +3.5% |
| 3M | 0.0% | +18.6% | -18.6% | +7.5% |
| 6M | +11.6% | +19.5% | -8.0% | +20.6% |
| YTD | +15.2% | +17.2% | -2.0% | +24.5% |
| 1Y | +25.0% | +19.6% | +5.4% | +36.6% |
| All | +25.0% | +19.5% | +5.5% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling