+293.8%
TRV vs ROK
+350.4%
-56.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | -1.5% | -1.6% | +0.1% | -1.0% |
| 30D | -1.8% | -5.4% | +3.6% | -0.3% |
| 3M | +21.6% | -4.0% | +25.5% | +22.2% |
| 6M | +22.5% | +13.3% | +9.1% | +16.5% |
| YTD | +28.1% | +9.3% | +18.8% | +22.6% |
| 1Y | +37.0% | +25.8% | +11.2% | +25.3% |
| 3Y | +141.9% | +49.1% | +92.8% | +102.3% |
| 5Y | +158.5% | +45.9% | +112.6% | +111.7% |
| All | +293.8% | +350.4% | -56.6% | +121.7% |
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