+399.8%
ROK vs USFR
+27.5%
+372.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | -3.3% | +0.3% | -3.6% | -3.5% |
| 3M | -5.9% | +1.0% | -6.9% | -6.5% |
| 6M | +13.9% | +1.9% | +11.9% | +12.3% |
| YTD | +12.6% | +2.6% | +10.0% | +10.6% |
| 1Y | +28.6% | +4.0% | +24.6% | +25.1% |
| 3Y | +45.1% | +14.1% | +31.0% | +32.2% |
| 5Y | +45.6% | +20.4% | +25.2% | +27.4% |
| 10Y | +345.0% | +28.0% | +317.0% | +277.9% |
| All | +399.8% | +27.5% | +372.3% | +319.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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