+3.4%
ROL vs ROK
+61.1%
-57.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.4% |
| 7D | +3.4% | -11.0% | +14.4% | +4.0% |
| 30D | +20.8% | -8.2% | +29.0% | +21.2% |
| 3M | +3.7% | -8.5% | +12.2% | +4.1% |
| 6M | -27.7% | -12.0% | -15.7% | -27.4% |
| YTD | -34.9% | +3.1% | -38.0% | -35.8% |
| 1Y | -33.3% | +2.9% | -36.2% | -34.3% |
| All | +3.4% | +61.1% | -57.7% | -5.0% |
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