-5.1%
ROL vs ROK
+44.8%
-49.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | -3.2% | -1.6% | -1.6% | -2.9% |
| 30D | -6.6% | -5.4% | -1.2% | -5.7% |
| 3M | -27.3% | -4.0% | -23.3% | -27.1% |
| 6M | -38.1% | +13.3% | -51.4% | -40.1% |
| YTD | -41.8% | +9.3% | -51.1% | -43.3% |
| 1Y | -37.8% | +25.8% | -63.6% | -41.2% |
| 3Y | -0.3% | +49.1% | -49.4% | -11.4% |
| 5Y | -5.1% | +45.9% | -50.9% | -15.5% |
| All | -5.1% | +44.8% | -49.8% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling