+53.1%
ROK vs UUUU
+74.5%
-21.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.0% | +6.7% | +2.1% |
| 7D | -1.2% | -10.5% | +9.3% | -0.3% |
| 30D | -4.8% | -10.5% | +5.7% | -4.0% |
| 3M | -6.1% | -14.1% | +8.0% | -5.2% |
| 6M | +15.5% | -35.5% | +51.0% | +18.6% |
| YTD | +11.2% | -10.9% | +22.1% | +10.2% |
| 1Y | +23.8% | +3.4% | +20.5% | +19.1% |
| 3Y | +53.1% | +73.1% | -20.0% | +33.7% |
| All | +53.1% | +74.5% | -21.4% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 3y: compounded portfolio wealth divided by compounded UUUU 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…
3y analysis · Full analysis span regression · 6 months rolling