+65.5%
ROK vs S
-56.8%
+122.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +0.7% | -7.7% | +8.4% | +1.8% |
| 30D | -3.3% | -5.3% | +2.0% | -2.9% |
| 3M | -5.9% | +20.3% | -26.1% | -9.1% |
| 6M | +13.9% | +47.4% | -33.5% | +5.7% |
| YTD | +12.6% | +32.5% | -20.0% | +6.0% |
| 1Y | +28.6% | +9.5% | +19.1% | +24.3% |
| 3Y | +45.1% | +15.5% | +29.6% | +36.3% |
| 5Y | +45.6% | -71.2% | +116.8% | +46.2% |
| All | +65.5% | -56.8% | +122.2% | +64.5% |
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