+15,078.6%
ROK vs VTRS
+552.8%
+14,525.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +0.2% | -3.5% | +3.6% | +1.0% |
| 30D | -1.8% | +2.1% | -3.9% | -2.3% |
| 3M | -7.2% | +2.6% | -9.8% | -8.0% |
| 6M | +14.2% | +17.8% | -3.6% | +9.6% |
| YTD | +10.6% | +35.7% | -25.1% | +2.7% |
| 1Y | +25.9% | +63.5% | -37.6% | +11.8% |
| 3Y | +50.8% | +85.1% | -34.4% | +28.0% |
| 5Y | +47.0% | +42.5% | +4.6% | +29.4% |
| 10Y | +354.9% | -48.2% | +403.1% | +367.5% |
| All | +15,078.6% | +552.8% | +14,525.9% | +8,832.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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