+45.9%
ROK vs RUN
-81.3%
+127.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.9% |
| 7D | -1.6% | -3.4% | +1.7% | -1.3% |
| 30D | -5.4% | -14.0% | +8.5% | -4.1% |
| 3M | -4.0% | -27.5% | +23.5% | -1.2% |
| 6M | +13.3% | -29.0% | +42.3% | +16.3% |
| YTD | +9.3% | -53.1% | +62.4% | +15.5% |
| 1Y | +25.8% | -46.7% | +72.5% | +30.3% |
| 3Y | +49.1% | -38.3% | +87.4% | +33.8% |
| 5Y | +45.9% | -80.7% | +126.5% | +39.0% |
| All | +45.9% | -81.3% | +127.1% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling