+2,653.9%
UL vs ROK
+15,847.2%
-13,193.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | -1.3% | +0.7% | -2.0% | -1.5% |
| 30D | +0.5% | -3.3% | +3.8% | +1.1% |
| 3M | +17.6% | -5.9% | +23.5% | +18.6% |
| 6M | -5.4% | +13.9% | -19.2% | -8.7% |
| YTD | +0.7% | +12.6% | -11.9% | -2.8% |
| 1Y | -9.3% | +28.6% | -37.8% | -15.1% |
| 3Y | +24.5% | +45.1% | -20.6% | +10.4% |
| 5Y | +23.2% | +45.6% | -22.4% | +7.0% |
| 10Y | +64.5% | +345.0% | -280.6% | +5.6% |
| All | +2,653.9% | +15,847.2% | -13,193.4% | +686.1% |
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