+55.2%
T vs ROK
+29.0%
+26.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.6% |
| 7D | +2.6% | -11.0% | +13.6% | +2.9% |
| 30D | -1.1% | -8.2% | +7.1% | -0.9% |
| 3M | -7.7% | -8.5% | +0.7% | -7.6% |
| 6M | -10.6% | -12.0% | +1.3% | -10.4% |
| YTD | -7.5% | +3.1% | -10.5% | -8.4% |
| 1Y | -7.4% | +2.9% | -10.3% | -8.4% |
| 3Y | +63.1% | +60.7% | +2.4% | +51.8% |
| 5Y | +55.2% | +29.5% | +25.7% | +34.1% |
| All | +55.2% | +29.0% | +26.2% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling