+348.5%
ROK vs TRI
+196.2%
+152.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.1% |
| 7D | -1.2% | -7.9% | +6.6% | +1.4% |
| 30D | -4.8% | -4.5% | -0.3% | -3.9% |
| 3M | -6.1% | +22.1% | -28.2% | -15.5% |
| 6M | +15.5% | -2.8% | +18.3% | +12.5% |
| YTD | +11.2% | -23.4% | +34.6% | +20.1% |
| 1Y | +23.8% | -41.5% | +65.4% | +54.3% |
| 3Y | +53.1% | -19.2% | +72.3% | +53.2% |
| 5Y | +48.3% | -9.4% | +57.7% | +36.0% |
| All | +348.5% | +196.2% | +152.3% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling