+55.9%
RSP vs ROK
+48.5%
+7.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.8% |
| 7D | -0.8% | +0.7% | -1.5% | -1.0% |
| 30D | -0.3% | -3.3% | +3.0% | +0.5% |
| 3M | +4.3% | -5.9% | +10.1% | +5.5% |
| 6M | +8.8% | +13.9% | -5.0% | +3.9% |
| YTD | +15.3% | +12.6% | +2.7% | +10.1% |
| 1Y | +18.3% | +28.6% | -10.3% | +8.5% |
| All | +55.9% | +48.5% | +7.4% | +30.8% |
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 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