-39.0%
U vs ROK
+115.3%
-154.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -2.0% |
| 7D | -3.8% | +0.7% | -4.5% | -4.3% |
| 30D | +17.5% | -3.3% | +20.8% | +20.1% |
| 3M | +38.7% | -5.9% | +44.6% | +42.6% |
| 6M | +104.4% | +13.9% | +90.6% | +76.7% |
| YTD | -5.7% | +12.6% | -18.3% | -17.5% |
| 1Y | +3.7% | +28.6% | -24.9% | -18.5% |
| 3Y | +12.3% | +45.1% | -32.8% | -22.9% |
| 5Y | -68.8% | +45.6% | -114.4% | -81.9% |
| All | -39.0% | +115.3% | -154.3% | -68.0% |
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