+995.4%
TER vs ROK
+264.0%
+731.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.1% |
| 7D | +14.4% | +7.1% | +7.3% | +9.0% |
| 30D | -30.6% | -5.0% | -25.6% | -27.3% |
| 3M | -39.2% | -9.4% | -29.8% | -33.6% |
| 6M | -31.3% | -11.0% | -20.3% | -23.1% |
| YTD | +29.1% | +4.4% | +24.6% | +29.9% |
| 1Y | +47.4% | +7.4% | +40.0% | +45.9% |
| 3Y | +191.2% | +61.0% | +130.3% | +114.2% |
| 5Y | +74.0% | +30.4% | +43.6% | +44.9% |
| All | +995.4% | +264.0% | +731.4% | +423.7% |
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