+52.5%
V vs ROK
+48.7%
+3.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.5% |
| 7D | -1.1% | +2.8% | -3.9% | -1.5% |
| 30D | +1.9% | -2.4% | +4.3% | +2.3% |
| 3M | +15.5% | -4.7% | +20.2% | +16.0% |
| 6M | +16.6% | +16.8% | -0.1% | +11.7% |
| YTD | +5.7% | +11.4% | -5.6% | +2.1% |
| 1Y | +8.6% | +26.2% | -17.6% | +1.8% |
| 3Y | +52.5% | +51.9% | +0.7% | +33.2% |
| All | +52.5% | +48.7% | +3.9% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling