+9,741.5%
TER vs ROK
+14,213.2%
-4,471.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.6% | +9.1% | +10.5% |
| 7D | -5.8% | -11.5% | +5.8% | +2.2% |
| 30D | -38.9% | -10.0% | -28.9% | -34.3% |
| 3M | -35.1% | -11.4% | -23.7% | -29.2% |
| 6M | -31.6% | -13.7% | -17.9% | -23.4% |
| YTD | +27.2% | +1.0% | +26.2% | +30.7% |
| 1Y | +35.2% | +5.6% | +29.6% | +35.5% |
| 3Y | +192.8% | +59.1% | +133.7% | +128.0% |
| 5Y | +72.4% | +26.1% | +46.3% | +53.0% |
| 10Y | +1,001.8% | +266.4% | +735.4% | +410.0% |
| All | +9,741.5% | +14,213.2% | -4,471.7% | +778.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling