+64.3%
T vs ROK
+355.5%
-291.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.6% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | +4.6% | -1.8% | +6.4% | +4.9% |
| 3M | +12.2% | -7.2% | +19.4% | +13.3% |
| 6M | -6.5% | +14.2% | -20.6% | -9.7% |
| YTD | +4.9% | +10.6% | -5.7% | +1.5% |
| 1Y | -10.5% | +25.9% | -36.4% | -15.9% |
| 3Y | +104.6% | +50.8% | +53.8% | +79.5% |
| 5Y | +64.2% | +47.0% | +17.2% | +41.6% |
| All | +64.3% | +355.5% | -291.2% | +9.7% |
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