+1,127.7%
RSP vs ROK
+2,999.3%
-1,871.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.0% |
| 7D | -0.8% | +0.7% | -1.5% | -1.1% |
| 30D | -0.3% | -3.3% | +3.0% | +1.1% |
| 3M | +4.3% | -5.9% | +10.1% | +6.3% |
| 6M | +8.8% | +13.9% | -5.0% | +1.3% |
| YTD | +15.3% | +12.6% | +2.7% | +7.3% |
| 1Y | +18.3% | +28.6% | -10.3% | +3.5% |
| 3Y | +52.8% | +45.1% | +7.7% | +21.3% |
| 5Y | +51.7% | +45.6% | +6.1% | +16.5% |
| 10Y | +208.5% | +345.0% | -136.6% | +33.1% |
| All | +1,127.7% | +2,999.3% | -1,871.6% | +91.0% |
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