+263.4%
ROK vs VIG
+262.6%
+0.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +7.1% | +3.5% | +3.6% | +2.4% |
| 30D | -5.0% | +4.9% | -9.9% | -10.4% |
| 3M | -9.4% | +2.5% | -11.9% | -11.9% |
| 6M | -11.0% | +11.0% | -22.0% | -22.1% |
| YTD | +4.4% | +16.0% | -11.5% | -13.2% |
| 1Y | +7.4% | +17.5% | -10.1% | -12.2% |
| 3Y | +61.0% | +67.0% | -6.0% | -14.5% |
| 5Y | +30.4% | +64.8% | -34.4% | -28.8% |
| All | +263.4% | +262.6% | +0.7% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling