+48.5%
ROK vs S
-48.9%
+97.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.0% | -4.4% | +2.4% |
| 7D | -11.5% | +1.6% | -13.1% | -11.6% |
| 30D | -10.0% | -10.5% | +0.5% | -8.6% |
| 3M | -11.4% | +9.9% | -21.4% | -13.3% |
| 6M | -13.7% | +41.8% | -55.5% | -19.2% |
| YTD | +1.0% | +56.8% | -55.8% | -7.5% |
| 1Y | +5.6% | +39.0% | -33.4% | -1.7% |
| 3Y | +59.1% | +53.8% | +5.3% | +43.2% |
| 5Y | +26.1% | -68.6% | +94.7% | +23.9% |
| All | +48.5% | -48.9% | +97.4% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling