+896.4%
ROK vs VEU
+174.2%
+722.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | +7.1% | +2.1% | +5.0% | +4.8% |
| 30D | -5.0% | -0.9% | -4.0% | -3.6% |
| 3M | -9.4% | -5.4% | -4.0% | -3.5% |
| 6M | -11.0% | -1.8% | -9.2% | -8.9% |
| YTD | +4.4% | +10.9% | -6.5% | -6.0% |
| 1Y | +7.4% | +13.6% | -6.2% | -5.6% |
| 3Y | +61.0% | +69.3% | -8.3% | -6.6% |
| 5Y | +30.4% | +48.1% | -17.7% | -12.7% |
| 10Y | +264.8% | +148.0% | +116.8% | +45.8% |
| All | +896.4% | +174.2% | +722.2% | +252.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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