+45.9%
ROK vs RVMD
+560.0%
-514.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.9% |
| 7D | -1.6% | -3.6% | +2.0% | -1.2% |
| 30D | -5.4% | -1.1% | -4.4% | -5.4% |
| 3M | -4.0% | +41.0% | -45.0% | -7.8% |
| 6M | +13.3% | +105.7% | -92.4% | +3.0% |
| YTD | +9.3% | +155.3% | -146.0% | -3.9% |
| 1Y | +25.8% | +402.7% | -376.9% | +1.2% |
| 3Y | +49.1% | +533.1% | -484.0% | +14.5% |
| 5Y | +45.9% | +583.5% | -537.7% | +2.8% |
| All | +45.9% | +560.0% | -514.2% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling