+348.5%
ROK vs VIVK
-100.0%
+448.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.4% | +9.1% | +1.7% |
| 7D | -1.2% | -4.4% | +3.1% | -1.2% |
| 30D | -4.8% | -40.8% | +36.0% | -4.4% |
| 3M | -6.1% | -94.1% | +88.0% | -4.4% |
| 6M | +15.5% | -98.2% | +113.7% | +18.1% |
| YTD | +11.2% | -98.0% | +109.2% | +13.1% |
| 1Y | +23.8% | -100.0% | +123.8% | +29.3% |
| 3Y | +53.1% | -100.0% | +153.1% | +58.6% |
| 5Y | +48.3% | -100.0% | +148.3% | +53.6% |
| All | +348.5% | -100.0% | +448.5% | +332.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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