+6,411.5%
TRV vs ROK
+15,675.2%
-9,263.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.7% |
| 7D | +0.5% | +2.8% | -2.3% | -0.4% |
| 30D | -4.9% | -2.4% | -2.5% | -4.2% |
| 3M | +23.7% | -4.7% | +28.4% | +24.8% |
| 6M | +20.3% | +16.8% | +3.6% | +13.1% |
| YTD | +27.1% | +11.4% | +15.7% | +20.6% |
| 1Y | +35.3% | +26.2% | +9.2% | +23.1% |
| 3Y | +139.8% | +51.9% | +88.0% | +98.3% |
| 5Y | +153.9% | +46.4% | +107.5% | +105.8% |
| 10Y | +285.9% | +343.5% | -57.7% | +109.6% |
| All | +6,411.5% | +15,675.2% | -9,263.7% | +1,221.7% |
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 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