+9,732.8%
ROL vs ROK
+14,499.9%
-4,767.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.9% |
| 7D | +3.4% | -11.0% | +14.4% | +6.3% |
| 30D | +20.8% | -8.2% | +29.0% | +23.0% |
| 3M | +3.7% | -8.5% | +12.2% | +5.5% |
| 6M | -27.7% | -12.0% | -15.7% | -26.1% |
| YTD | -34.9% | +3.1% | -38.0% | -36.8% |
| 1Y | -33.3% | +2.9% | -36.2% | -35.2% |
| 3Y | +4.3% | +60.7% | -56.3% | -14.0% |
| 5Y | +15.0% | +29.5% | -14.5% | -1.2% |
| 10Y | +214.7% | +262.6% | -47.9% | +90.9% |
| All | +9,732.8% | +14,499.9% | -4,767.1% | +2,579.5% |
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 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