+25.0%
ROK vs VYM
+21.8%
+3.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -2.4% |
| 7D | 0.0% | +1.2% | -1.1% | -1.7% |
| 30D | -2.5% | +5.2% | -7.7% | -10.1% |
| 3M | 0.0% | +0.5% | -0.5% | -0.5% |
| 6M | +11.6% | +7.7% | +3.9% | -2.5% |
| YTD | +15.2% | +17.2% | -2.0% | -11.8% |
| 1Y | +25.0% | +21.7% | +3.3% | -10.1% |
| All | +25.0% | +21.8% | +3.2% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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