+219.1%
TER vs ROK
+46.6%
+172.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +5.1% |
| 7D | +11.0% | +2.8% | +8.2% | +8.5% |
| 30D | -1.9% | -2.4% | +0.5% | +0.3% |
| 3M | -0.7% | -4.7% | +4.0% | +4.2% |
| 6M | +36.4% | +16.8% | +19.6% | +23.9% |
| YTD | +92.4% | +11.4% | +81.1% | +80.8% |
| 1Y | +213.5% | +26.2% | +187.4% | +170.1% |
| 3Y | +277.2% | +51.9% | +225.4% | +174.2% |
| 5Y | +219.1% | +46.4% | +172.8% | +144.2% |
| All | +219.1% | +46.6% | +172.5% | +144.2% |
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