+358.9%
ROK vs RUN
-29.4%
+388.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.7% | -4.8% | -1.5% |
| 7D | +2.8% | +10.2% | -7.4% | +1.6% |
| 30D | -2.4% | -9.6% | +7.2% | -1.4% |
| 3M | -4.7% | -31.5% | +26.8% | -1.0% |
| 6M | +16.8% | -18.7% | +35.4% | +18.3% |
| YTD | +11.4% | -49.9% | +61.3% | +17.6% |
| 1Y | +26.2% | -45.5% | +71.7% | +30.8% |
| 3Y | +51.9% | -34.1% | +85.9% | +34.4% |
| 5Y | +46.4% | -79.4% | +125.8% | +41.0% |
| 10Y | +343.5% | +48.9% | +294.6% | +210.1% |
| All | +358.9% | -29.4% | +388.3% | +222.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling