+15,187.3%
ROK vs WY
+676.8%
+14,510.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.4% | -0.4% |
| 7D | +2.8% | -2.1% | +4.8% | +3.7% |
| 30D | -2.4% | -10.5% | +8.1% | +2.5% |
| 3M | -4.7% | -4.9% | +0.2% | -3.1% |
| 6M | +16.8% | -4.9% | +21.7% | +18.5% |
| YTD | +11.4% | -1.7% | +13.0% | +10.8% |
| 1Y | +26.2% | -9.4% | +35.5% | +29.8% |
| 3Y | +51.9% | -22.3% | +74.2% | +65.7% |
| 5Y | +46.4% | -20.5% | +66.9% | +56.2% |
| 10Y | +343.5% | +4.9% | +338.6% | +283.5% |
| All | +15,187.3% | +676.8% | +14,510.5% | +5,984.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling