+51.9%
ROK vs RVTY
+16.6%
+35.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.2% |
| 7D | +2.8% | +0.4% | +2.4% | +2.6% |
| 30D | -2.4% | +10.8% | -13.2% | -6.2% |
| 3M | -4.7% | +26.8% | -31.5% | -13.1% |
| 6M | +16.8% | +39.3% | -22.6% | +2.0% |
| YTD | +11.4% | +31.6% | -20.3% | -0.9% |
| 1Y | +26.2% | +47.7% | -21.5% | +7.3% |
| 3Y | +51.9% | +19.9% | +31.9% | +35.9% |
| All | +51.9% | +16.6% | +35.2% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 3y: compounded portfolio wealth divided by compounded RVTY 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…
3y analysis · Full analysis span regression · 6 months rolling