+1,391.9%
ROK vs VT
+374.2%
+1,017.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.7% | +0.4% | +0.2% | +0.2% |
| 30D | -3.3% | +1.0% | -4.3% | -4.4% |
| 3M | -5.9% | +2.4% | -8.2% | -8.5% |
| 6M | +13.9% | +12.0% | +1.9% | -0.4% |
| YTD | +12.6% | +15.3% | -2.8% | -4.7% |
| 1Y | +28.6% | +22.6% | +6.0% | +1.4% |
| 3Y | +45.1% | +74.7% | -29.6% | -24.0% |
| 5Y | +45.6% | +66.1% | -20.6% | -18.5% |
| 10Y | +345.0% | +225.0% | +120.0% | +15.0% |
| All | +1,391.9% | +374.2% | +1,017.7% | +155.5% |
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