+348.5%
ROK vs RUN
+42.2%
+306.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | -1.2% | -3.7% | +2.5% | -0.8% |
| 30D | -4.8% | -13.0% | +8.2% | -3.3% |
| 3M | -6.1% | -31.8% | +25.7% | -2.1% |
| 6M | +15.5% | -32.2% | +47.7% | +19.8% |
| YTD | +11.2% | -53.5% | +64.6% | +18.9% |
| 1Y | +23.8% | -46.5% | +70.4% | +29.0% |
| 3Y | +53.1% | -37.6% | +90.7% | +34.1% |
| 5Y | +48.3% | -80.9% | +129.1% | +43.8% |
| All | +348.5% | +42.2% | +306.3% | +169.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling