+377.9%
TPR vs ROK
+264.5%
+113.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.3% | -0.2% |
| 7D | +14.2% | -13.8% | +28.0% | +23.0% |
| 30D | +17.1% | -14.9% | +32.0% | +27.0% |
| 3M | -17.7% | -14.7% | -3.1% | -11.2% |
| 6M | -10.2% | -17.7% | +7.5% | -1.8% |
| YTD | +4.9% | -2.5% | +7.4% | +1.3% |
| 1Y | +36.1% | +2.3% | +33.9% | +27.2% |
| 3Y | +416.5% | +52.7% | +363.7% | +245.5% |
| 5Y | +254.8% | +20.5% | +234.2% | +173.1% |
| All | +377.9% | +264.5% | +113.4% | +105.7% |
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