+311.2%
TPR vs ROK
+342.8%
-31.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.7% | -3.1% |
| 7D | -3.4% | +2.8% | -6.1% | -5.0% |
| 30D | -27.3% | -2.4% | -24.9% | -26.3% |
| 3M | -16.2% | -4.7% | -11.5% | -14.6% |
| 6M | -17.9% | +16.8% | -34.6% | -26.8% |
| YTD | -7.1% | +11.4% | -18.5% | -15.5% |
| 1Y | +13.6% | +26.2% | -12.6% | -5.2% |
| 3Y | +293.7% | +51.9% | +241.9% | +173.7% |
| 5Y | +239.1% | +46.4% | +192.7% | +134.0% |
| 10Y | +311.2% | +343.5% | -32.3% | +49.2% |
| All | +311.2% | +342.8% | -31.6% | +49.2% |
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 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