+48.1%
ROK vs VMC
+53.2%
-5.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -0.1% |
| 7D | +2.8% | -0.5% | +3.3% | +3.1% |
| 30D | -2.4% | -9.1% | +6.7% | +3.1% |
| 3M | -4.7% | -4.1% | -0.5% | -3.1% |
| 6M | +16.8% | -5.5% | +22.3% | +19.6% |
| YTD | +11.4% | -8.9% | +20.3% | +15.7% |
| 1Y | +26.2% | -12.9% | +39.1% | +34.7% |
| 3Y | +51.9% | +22.1% | +29.7% | +28.6% |
| All | +48.1% | +53.2% | -5.1% | +5.1% |
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