+25.0%
ROK vs VSH
+62.1%
-37.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.1% | +4.5% | +0.4% |
| 7D | 0.0% | -13.6% | +13.7% | +2.8% |
| 30D | -2.5% | -30.4% | +27.9% | +4.3% |
| 3M | 0.0% | -33.3% | +33.3% | +7.0% |
| 6M | +11.6% | -15.1% | +26.6% | +8.0% |
| YTD | +15.2% | +80.2% | -65.0% | -12.9% |
| 1Y | +25.0% | +63.4% | -38.4% | -2.8% |
| All | +25.0% | +62.1% | -37.1% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 1y: compounded portfolio wealth divided by compounded VSH 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…
1y analysis · Full analysis span regression · 6 months rolling