+1,621.0%
ROK vs VNQ
+382.8%
+1,238.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.6% |
| 7D | -1.6% | -2.6% | +1.0% | +0.1% |
| 30D | -5.4% | -2.3% | -3.1% | -4.0% |
| 3M | -4.0% | -2.8% | -1.2% | -2.5% |
| 6M | +13.3% | +2.5% | +10.8% | +11.1% |
| YTD | +9.3% | +8.4% | +0.9% | +3.4% |
| 1Y | +25.8% | +6.8% | +19.1% | +20.1% |
| 3Y | +49.1% | +29.9% | +19.2% | +25.1% |
| 5Y | +45.9% | +7.2% | +38.7% | +38.6% |
| 10Y | +349.9% | +62.5% | +287.3% | +224.6% |
| All | +1,621.0% | +382.8% | +1,238.3% | +485.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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