+7,716.4%
TPR vs ROK
+6,057.8%
+1,658.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.7% |
| 7D | -2.3% | +0.7% | -3.0% | -2.7% |
| 30D | -23.0% | -3.3% | -19.7% | -21.6% |
| 3M | -12.5% | -5.9% | -6.6% | -10.2% |
| 6M | -21.4% | +13.9% | -35.3% | -27.9% |
| YTD | -3.5% | +12.6% | -16.1% | -11.7% |
| 1Y | +17.4% | +28.6% | -11.2% | -0.9% |
| 3Y | +291.3% | +45.1% | +246.1% | +194.1% |
| 5Y | +241.9% | +45.6% | +196.3% | +151.3% |
| 10Y | +322.7% | +345.0% | -22.4% | +64.0% |
| All | +7,716.4% | +6,057.8% | +1,658.6% | +688.0% |
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