+139.3%
ROK vs RVMD
+634.9%
-495.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | +2.8% | -1.2% | +4.0% | +2.9% |
| 30D | -2.4% | +1.1% | -3.5% | -2.6% |
| 3M | -4.7% | +39.6% | -44.3% | -8.7% |
| 6M | +16.8% | +110.7% | -93.9% | +5.1% |
| YTD | +11.4% | +160.3% | -148.9% | -3.3% |
| 1Y | +26.2% | +404.9% | -378.7% | +0.2% |
| 3Y | +51.9% | +545.5% | -493.6% | +13.7% |
| 5Y | +46.4% | +584.7% | -538.3% | +2.6% |
| All | +139.3% | +634.9% | -495.6% | +41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling