-35.7%
U vs ROK
+112.6%
-148.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +3.2% |
| 7D | +5.5% | -1.2% | +6.8% | +6.5% |
| 30D | -1.3% | -4.8% | +3.5% | +2.4% |
| 3M | +64.6% | -6.1% | +70.7% | +69.5% |
| 6M | +119.4% | +15.5% | +103.9% | +87.1% |
| YTD | -0.5% | +11.2% | -11.6% | -12.1% |
| 1Y | +1.3% | +23.8% | -22.6% | -17.9% |
| 3Y | +15.6% | +53.1% | -37.5% | -24.5% |
| 5Y | -67.5% | +48.3% | -115.7% | -81.0% |
| All | -35.7% | +112.6% | -148.3% | -65.9% |
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