-22.7%
U vs ROK
+99.7%
-122.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.7% | +5.5% |
| 7D | +2.6% | +7.1% | -4.5% | -2.4% |
| 30D | +27.6% | -5.0% | +32.5% | +28.2% |
| 3M | +15.3% | -9.4% | +24.7% | +20.3% |
| 6M | +96.4% | -11.0% | +107.4% | +103.4% |
| YTD | +19.6% | +4.4% | +15.1% | +7.2% |
| 1Y | +42.1% | +7.4% | +34.7% | +24.6% |
| 3Y | +87.5% | +61.0% | +26.6% | +12.4% |
| 5Y | -73.1% | +30.4% | -103.5% | -83.9% |
| All | -22.7% | +99.7% | -122.5% | -58.5% |
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