+0.8%
ROL vs ROK
+48.7%
-47.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.5% | -2.4% |
| 7D | -3.4% | +2.8% | -6.2% | -3.6% |
| 30D | -6.9% | -2.4% | -4.5% | -6.8% |
| 3M | -24.6% | -4.7% | -19.9% | -24.5% |
| 6M | -39.5% | +16.8% | -56.3% | -40.9% |
| YTD | -41.1% | +11.4% | -52.5% | -42.1% |
| 1Y | -37.9% | +26.2% | -64.1% | -39.7% |
| 3Y | +0.8% | +51.9% | -51.1% | -6.0% |
| All | +0.8% | +48.7% | -47.9% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 3y: compounded portfolio wealth divided by compounded ROK 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…
3y analysis · Full analysis span regression · 6 months rolling