+15,354.0%
ROK vs VFC
+845.1%
+14,508.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.5% |
| 7D | +0.7% | -1.6% | +2.3% | +1.3% |
| 30D | -3.3% | -11.6% | +8.3% | +0.9% |
| 3M | -5.9% | -18.1% | +12.2% | -0.4% |
| 6M | +13.9% | -27.4% | +41.2% | +24.8% |
| YTD | +12.6% | -24.8% | +37.4% | +21.6% |
| 1Y | +28.6% | -8.2% | +36.8% | +27.5% |
| 3Y | +45.1% | -29.1% | +74.2% | +33.9% |
| 5Y | +45.6% | -79.2% | +124.7% | +111.9% |
| 10Y | +345.0% | -68.1% | +413.1% | +414.1% |
| All | +15,354.0% | +845.1% | +14,508.9% | +6,978.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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