+69.5%
VG vs ROK
+5.2%
+64.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.3% | +3.2% | +6.0% |
| 7D | +5.5% | -8.5% | +14.0% | +3.2% |
| 30D | -3.6% | -6.4% | +2.8% | -4.9% |
| 3M | -4.0% | -8.8% | +4.9% | -6.2% |
| 6M | +9.4% | -10.5% | +19.9% | +7.8% |
| YTD | +86.6% | +5.4% | +81.2% | +91.7% |
| 1Y | +69.5% | +5.0% | +64.5% | +73.9% |
| All | +69.5% | +5.2% | +64.3% | +73.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling