+47.5%
ROK vs VYM
+77.5%
-30.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +0.7% |
| 7D | -1.2% | -0.8% | -0.5% | -0.1% |
| 30D | -4.8% | -2.2% | -2.6% | -1.7% |
| 3M | -6.1% | +3.1% | -9.2% | -10.2% |
| 6M | +15.5% | +9.7% | +5.8% | +1.6% |
| YTD | +11.2% | +14.9% | -3.7% | -8.0% |
| 1Y | +23.8% | +17.6% | +6.3% | -0.5% |
| 3Y | +53.1% | +65.3% | -12.2% | -20.4% |
| All | +47.5% | +77.5% | -30.0% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling