+209.8%
RSP vs ROK
+343.9%
-134.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | -1.8% | +0.2% | -2.0% | -1.9% |
| 30D | -2.5% | -1.8% | -0.7% | -1.9% |
| 3M | +3.0% | -7.2% | +10.2% | +5.4% |
| 6M | +8.9% | +14.2% | -5.3% | +1.8% |
| YTD | +13.0% | +10.6% | +2.4% | +6.5% |
| 1Y | +16.2% | +25.9% | -9.7% | +3.5% |
| 3Y | +52.7% | +50.8% | +1.9% | +20.9% |
| 5Y | +50.5% | +47.0% | +3.4% | +16.9% |
| 10Y | +209.8% | +354.9% | -145.1% | +45.8% |
| All | +209.8% | +343.9% | -134.1% | +45.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling