+15,354.0%
ROK vs VMC
+3,246.6%
+12,107.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.9% |
| 7D | +0.7% | -4.3% | +5.0% | +2.8% |
| 30D | -3.3% | -8.2% | +4.9% | +0.6% |
| 3M | -5.9% | -7.0% | +1.2% | -3.1% |
| 6M | +13.9% | -10.8% | +24.6% | +19.4% |
| YTD | +12.6% | -7.4% | +20.0% | +15.6% |
| 1Y | +28.6% | -9.5% | +38.1% | +33.4% |
| 3Y | +45.1% | +20.5% | +24.6% | +30.8% |
| 5Y | +45.6% | +51.6% | -6.0% | +17.1% |
| 10Y | +345.0% | +150.0% | +195.0% | +167.9% |
| All | +15,354.0% | +3,246.6% | +12,107.4% | +3,442.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling