+34.0%
ROK vs VSH
+54.3%
-20.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.8% | -6.5% | -0.6% |
| 7D | -8.5% | +12.8% | -21.3% | -12.1% |
| 30D | -6.4% | -9.0% | +2.6% | -4.4% |
| 3M | -8.8% | -12.2% | +3.3% | -6.6% |
| 6M | -10.5% | -15.9% | +5.4% | -12.4% |
| YTD | +5.4% | +103.2% | -97.8% | -28.2% |
| 1Y | +5.0% | +108.4% | -103.4% | -29.3% |
| 3Y | +64.3% | +41.6% | +22.8% | +24.3% |
| 5Y | +34.0% | +54.6% | -20.6% | -7.6% |
| All | +34.0% | +54.3% | -20.3% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling