+30.1%
ROK vs VMC
+42.8%
-12.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.1% |
| 7D | +7.1% | -1.3% | +8.3% | +7.9% |
| 30D | -5.0% | +15.5% | -20.4% | -12.7% |
| 3M | -9.4% | +0.6% | -10.0% | -9.8% |
| 6M | -11.0% | +2.1% | -13.1% | -13.0% |
| YTD | +4.4% | -1.6% | +6.0% | +3.5% |
| 1Y | +7.4% | -1.2% | +8.6% | +6.2% |
| 3Y | +61.0% | +35.3% | +25.6% | +27.2% |
| All | +30.1% | +42.8% | -12.7% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 5y: compounded portfolio wealth divided by compounded VMC 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…
5y analysis · Full analysis span regression · 6 months rolling