+2,021.3%
ROK vs VO
+827.2%
+1,194.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.5% |
| 7D | +0.7% | -0.3% | +1.0% | +1.0% |
| 30D | -3.3% | -0.3% | -3.0% | -2.9% |
| 3M | -5.9% | +2.9% | -8.8% | -8.9% |
| 6M | +13.9% | +9.3% | +4.5% | +2.8% |
| YTD | +12.6% | +14.2% | -1.6% | -3.1% |
| 1Y | +28.6% | +15.3% | +13.3% | +9.6% |
| 3Y | +45.1% | +56.2% | -11.1% | -12.4% |
| 5Y | +45.6% | +42.4% | +3.1% | -2.1% |
| 10Y | +345.0% | +194.7% | +150.3% | +26.1% |
| All | +2,021.3% | +827.2% | +1,194.0% | +60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling