-68.3%
U vs ROK
+45.0%
-113.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | +0.1% |
| 7D | +4.4% | +0.2% | +4.2% | +4.2% |
| 30D | -1.3% | -1.8% | +0.5% | 0.0% |
| 3M | +49.6% | -7.2% | +56.8% | +55.8% |
| 6M | +100.2% | +14.2% | +86.0% | +69.2% |
| YTD | -3.7% | +10.6% | -14.3% | -16.0% |
| 1Y | -6.5% | +25.9% | -32.4% | -27.5% |
| 3Y | +12.9% | +50.8% | -37.9% | -30.0% |
| 5Y | -68.3% | +47.0% | -115.3% | -81.9% |
| All | -68.3% | +45.0% | -113.3% | -81.9% |
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