+138.9%
ROK vs RVMD
+622.3%
-483.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -1.2% | -3.0% | +1.7% | -0.9% |
| 30D | -4.8% | -0.7% | -4.1% | -4.8% |
| 3M | -6.1% | +36.5% | -42.6% | -9.8% |
| 6M | +15.5% | +104.6% | -89.1% | +4.3% |
| YTD | +11.2% | +155.8% | -144.7% | -3.3% |
| 1Y | +23.8% | +340.7% | -316.8% | +0.1% |
| 3Y | +53.1% | +519.9% | -466.8% | +15.2% |
| 5Y | +48.3% | +584.9% | -536.7% | +3.9% |
| All | +138.9% | +622.3% | -483.5% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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