+10,532.9%
TER vs ROK
+14,831.9%
-4,299.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.3% | +6.0% | +6.9% |
| 7D | +5.9% | -8.5% | +14.4% | +12.5% |
| 30D | -30.8% | -6.4% | -24.4% | -27.3% |
| 3M | -29.9% | -8.8% | -21.1% | -24.9% |
| 6M | -27.5% | -10.5% | -17.0% | -20.5% |
| YTD | +37.5% | +5.4% | +32.1% | +37.6% |
| 1Y | +50.3% | +5.0% | +45.3% | +51.2% |
| 3Y | +204.9% | +64.3% | +140.6% | +132.8% |
| 5Y | +89.2% | +34.0% | +55.2% | +62.0% |
| 10Y | +1,077.0% | +268.2% | +808.8% | +442.8% |
| All | +10,532.9% | +14,831.9% | -4,299.0% | +825.2% |
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