+2,926.4%
V vs ROK
+1,051.0%
+1,875.5%
-51.9%
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% | -1.5% |
| 7D | -1.7% | +0.7% | -2.4% | -2.0% |
| 30D | +2.0% | -3.3% | +5.3% | +3.3% |
| 3M | +17.4% | -5.9% | +23.2% | +19.2% |
| 6M | +17.5% | +13.9% | +3.6% | +9.2% |
| YTD | +7.6% | +12.6% | -5.0% | -0.1% |
| 1Y | +7.7% | +28.6% | -20.9% | -5.8% |
| 3Y | +54.7% | +45.1% | +9.6% | +22.7% |
| 5Y | +73.0% | +45.6% | +27.5% | +32.6% |
| 10Y | +390.9% | +345.0% | +45.8% | +114.1% |
| All | +2,926.4% | +1,051.0% | +1,875.5% | +585.9% |
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 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