+264.9%
ROK vs VO
+197.6%
+67.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.5% |
| 7D | +6.1% | +2.9% | +3.1% | +2.5% |
| 30D | -6.5% | +1.0% | -7.5% | -7.1% |
| 3M | -10.2% | -1.7% | -8.5% | -7.9% |
| 6M | -10.6% | +6.7% | -17.3% | -16.6% |
| YTD | +4.9% | +14.0% | -9.1% | -8.7% |
| 1Y | +3.8% | +13.7% | -9.9% | -9.3% |
| 3Y | +63.5% | +65.8% | -2.3% | -5.1% |
| 5Y | +30.9% | +36.6% | -5.7% | -5.6% |
| All | +264.9% | +197.6% | +67.4% | +13.5% |
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