+954.9%
ROK vs UUUU
-92.0%
+1,046.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | +0.2% | +1.8% | -1.7% | 0.0% |
| 30D | -1.8% | +1.8% | -3.6% | -2.0% |
| 3M | -7.2% | +1.3% | -8.4% | -7.6% |
| 6M | +14.2% | -26.8% | +40.9% | +16.0% |
| YTD | +10.6% | +0.1% | +10.5% | +8.6% |
| 1Y | +25.9% | +11.2% | +14.7% | +21.2% |
| 3Y | +50.8% | +97.7% | -46.9% | +34.5% |
| 5Y | +47.0% | +127.3% | -80.3% | +26.0% |
| 10Y | +354.9% | +532.6% | -177.7% | +231.9% |
| All | +954.9% | -92.0% | +1,046.9% | +658.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling