+46.4%
ROK vs S
-72.3%
+118.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.7% |
| 7D | +2.8% | -5.8% | +8.6% | +3.7% |
| 30D | -2.4% | -9.2% | +6.8% | -1.3% |
| 3M | -4.7% | +23.4% | -28.1% | -8.6% |
| 6M | +16.8% | +36.9% | -20.2% | +9.3% |
| YTD | +11.4% | +29.5% | -18.2% | +4.9% |
| 1Y | +26.2% | +5.4% | +20.7% | +22.5% |
| 3Y | +51.9% | +14.7% | +37.2% | +42.3% |
| 5Y | +46.4% | -71.5% | +117.9% | +49.5% |
| All | +46.4% | -72.3% | +118.7% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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