+1,895.7%
TER vs ROK
+343.9%
+1,551.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.6% |
| 7D | +12.4% | +0.2% | +12.2% | +12.2% |
| 30D | +5.1% | -1.8% | +6.9% | +6.7% |
| 3M | +4.0% | -7.2% | +11.1% | +10.6% |
| 6M | +29.5% | +14.2% | +15.4% | +20.6% |
| YTD | +98.5% | +10.6% | +87.9% | +88.9% |
| 1Y | +234.1% | +25.9% | +208.2% | +192.6% |
| 3Y | +289.0% | +50.8% | +238.3% | +194.0% |
| 5Y | +228.2% | +47.0% | +181.1% | +148.7% |
| 10Y | +1,895.7% | +354.9% | +1,540.8% | +726.7% |
| All | +1,895.7% | +343.9% | +1,551.7% | +726.7% |
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