-71.5%
U vs ROK
+29.0%
-100.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -3.7% |
| 7D | +24.4% | -11.0% | +35.4% | +32.3% |
| 30D | +7.4% | -8.2% | +15.6% | +11.3% |
| 3M | +16.8% | -8.5% | +25.3% | +21.1% |
| 6M | +78.8% | -12.0% | +90.7% | +87.0% |
| YTD | +14.0% | +3.1% | +10.9% | +1.5% |
| 1Y | +16.7% | +2.9% | +13.8% | +4.2% |
| 3Y | +86.4% | +60.7% | +25.7% | +0.4% |
| 5Y | -71.5% | +29.5% | -101.0% | -82.9% |
| All | -71.5% | +29.0% | -100.5% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling