+1,210.5%
ROK vs VT
+345.0%
+865.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -4.1% | -10.1% | -9.3% |
| 7D | -15.6% | -4.2% | -11.4% | -10.7% |
| 30D | -15.5% | -5.8% | -9.7% | -8.7% |
| 3M | -15.1% | -5.2% | -9.8% | -8.9% |
| 6M | -12.0% | +0.1% | -12.2% | -11.6% |
| YTD | -1.1% | +8.2% | -9.3% | -9.2% |
| 1Y | +6.5% | +10.1% | -3.6% | -4.1% |
| 3Y | +51.8% | +69.7% | -17.9% | -17.2% |
| 5Y | +22.2% | +53.4% | -31.2% | -24.4% |
| 10Y | +289.3% | +219.2% | +70.1% | +3.5% |
| All | +1,210.5% | +345.0% | +865.5% | +143.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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