+14,183.4%
TER vs ROK
+15,847.2%
-1,663.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +4.7% |
| 7D | +0.6% | +0.7% | -0.1% | +0.3% |
| 30D | -8.3% | -3.3% | -5.0% | -6.2% |
| 3M | -12.2% | -5.9% | -6.4% | -8.0% |
| 6M | +17.1% | +13.9% | +3.2% | +10.7% |
| YTD | +84.7% | +12.6% | +72.1% | +75.5% |
| 1Y | +199.9% | +28.6% | +171.3% | +164.7% |
| 3Y | +232.8% | +45.1% | +187.7% | +169.1% |
| 5Y | +198.6% | +45.6% | +153.0% | +140.1% |
| 10Y | +1,669.7% | +345.0% | +1,324.7% | +620.2% |
| All | +14,183.4% | +15,847.2% | -1,663.8% | +1,080.0% |
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