+62.5%
T vs ROK
+264.0%
-201.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +2.5% | +7.1% | -4.5% | +1.3% |
| 30D | -3.8% | -5.0% | +1.2% | -3.3% |
| 3M | -8.7% | -9.4% | +0.6% | -7.6% |
| 6M | -8.1% | -11.0% | +2.9% | -7.1% |
| YTD | -6.4% | +4.4% | -10.9% | -9.0% |
| 1Y | -9.8% | +7.4% | -17.2% | -12.8% |
| 3Y | +65.5% | +61.0% | +4.5% | +41.1% |
| 5Y | +57.0% | +30.4% | +26.6% | +38.9% |
| All | +62.5% | +264.0% | -201.5% | +6.8% |
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