+6,893.4%
URI vs ROK
+4,914.3%
+1,979.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +0.7% |
| 7D | -2.0% | +0.7% | -2.7% | -2.4% |
| 30D | -12.9% | -3.3% | -9.6% | -11.0% |
| 3M | -6.7% | -5.9% | -0.9% | -3.6% |
| 6M | +19.0% | +13.9% | +5.1% | +7.7% |
| YTD | +25.5% | +12.6% | +13.0% | +13.3% |
| 1Y | +5.5% | +28.6% | -23.1% | -13.2% |
| 3Y | +111.3% | +45.1% | +66.2% | +55.3% |
| 5Y | +198.6% | +45.6% | +153.0% | +115.3% |
| 10Y | +1,179.9% | +345.0% | +834.9% | +369.1% |
| All | +6,893.4% | +4,914.3% | +1,979.2% | +760.5% |
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 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