+494.0%
TEAM vs ROK
+350.4%
+143.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.5% |
| 7D | -7.8% | -1.6% | -6.1% | -7.2% |
| 30D | +16.5% | -5.4% | +22.0% | +19.1% |
| 3M | +96.2% | -4.0% | +100.1% | +96.1% |
| 6M | +130.2% | +13.3% | +116.8% | +110.8% |
| YTD | +10.7% | +9.3% | +1.4% | +2.6% |
| 1Y | +3.0% | +25.8% | -22.8% | -10.9% |
| 3Y | -13.1% | +49.1% | -62.2% | -32.7% |
| 5Y | -52.7% | +45.9% | -98.6% | -64.0% |
| All | +494.0% | +350.4% | +143.6% | +206.1% |
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 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