+45.9%
ROK vs TRU
-36.7%
+82.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -1.6% | -9.4% | +7.8% | +1.7% |
| 30D | -5.4% | -4.1% | -1.3% | -4.3% |
| 3M | -4.0% | +13.6% | -17.5% | -9.5% |
| 6M | +13.3% | +3.6% | +9.8% | +9.9% |
| YTD | +9.3% | -9.8% | +19.2% | +10.7% |
| 1Y | +25.8% | -13.6% | +39.5% | +28.8% |
| 3Y | +49.1% | -2.0% | +51.1% | +41.9% |
| 5Y | +45.9% | -35.8% | +81.7% | +63.5% |
| All | +45.9% | -36.7% | +82.5% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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