+1,142.9%
RSP vs ROK
+2,737.5%
-1,594.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.9% |
| 7D | +0.7% | -11.0% | +11.8% | +5.5% |
| 30D | +3.7% | -8.2% | +11.9% | +6.9% |
| 3M | +0.7% | -8.5% | +9.1% | +3.8% |
| 6M | +9.0% | -12.0% | +21.0% | +13.4% |
| YTD | +16.7% | +3.1% | +13.6% | +12.1% |
| 1Y | +19.0% | +2.9% | +16.1% | +14.2% |
| 3Y | +64.7% | +60.7% | +4.1% | +23.8% |
| 5Y | +49.6% | +29.5% | +20.1% | +20.4% |
| 10Y | +213.2% | +262.6% | -49.5% | +47.5% |
| All | +1,142.9% | +2,737.5% | -1,594.5% | +99.4% |
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