+9,030.3%
ROL vs ROK
+15,847.2%
-6,817.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.1% |
| 7D | -1.4% | +0.7% | -2.1% | -1.6% |
| 30D | -4.1% | -3.3% | -0.8% | -3.2% |
| 3M | -22.5% | -5.9% | -16.6% | -21.7% |
| 6M | -37.7% | +13.9% | -51.5% | -40.6% |
| YTD | -39.6% | +12.6% | -52.2% | -42.3% |
| 1Y | -36.0% | +28.6% | -64.6% | -41.4% |
| 3Y | -5.1% | +45.1% | -50.2% | -18.8% |
| 5Y | -3.4% | +45.6% | -48.9% | -19.1% |
| 10Y | +215.2% | +345.0% | -129.8% | +81.3% |
| All | +9,030.3% | +15,847.2% | -6,817.0% | +2,344.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling