+348.5%
ROK vs VO
+200.3%
+148.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +0.7% |
| 7D | -1.2% | -1.5% | +0.3% | +0.5% |
| 30D | -4.8% | -3.0% | -1.8% | -1.3% |
| 3M | -6.1% | +2.8% | -8.9% | -9.1% |
| 6M | +15.5% | +10.9% | +4.5% | +2.8% |
| YTD | +11.2% | +12.5% | -1.3% | -2.3% |
| 1Y | +23.8% | +12.0% | +11.9% | +9.6% |
| 3Y | +53.1% | +56.3% | -3.2% | -5.7% |
| 5Y | +48.3% | +42.9% | +5.3% | +1.1% |
| All | +348.5% | +200.3% | +148.3% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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