+5,233.7%
ROK vs RSG
+2,013.0%
+3,220.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | -1.8% | +3.7% | -5.5% | -3.1% |
| 3M | -7.2% | +6.2% | -13.3% | -9.7% |
| 6M | +14.2% | -2.8% | +16.9% | +14.2% |
| YTD | +10.6% | +5.9% | +4.7% | +7.0% |
| 1Y | +25.9% | -1.8% | +27.7% | +25.1% |
| 3Y | +50.8% | +57.5% | -6.7% | +24.1% |
| 5Y | +47.0% | +91.1% | -44.0% | +12.3% |
| 10Y | +354.9% | +428.1% | -73.2% | +145.8% |
| All | +5,233.7% | +2,013.0% | +3,220.8% | +1,969.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling