+7.4%
ROK vs VSH
+92.4%
-85.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.5% |
| 7D | +7.1% | +14.3% | -7.3% | +3.5% |
| 30D | -5.0% | -7.9% | +2.9% | -3.8% |
| 3M | -9.4% | -19.9% | +10.5% | -6.2% |
| 6M | -11.0% | -30.5% | +19.5% | -8.5% |
| YTD | +4.4% | +85.7% | -81.2% | -24.6% |
| 1Y | +7.4% | +98.9% | -91.5% | -24.6% |
| All | +7.4% | +92.4% | -85.0% | -24.6% |
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