-39.3%
VG vs ROK
+53.1%
-92.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | +1.7% | +0.7% | +1.0% | +1.5% |
| 30D | +16.0% | -3.3% | +19.3% | +16.7% |
| 3M | +9.7% | -5.9% | +15.6% | +10.0% |
| 6M | +29.6% | +13.9% | +15.7% | +17.3% |
| YTD | +112.0% | +12.6% | +99.4% | +91.9% |
| 1Y | +12.8% | +28.6% | -15.8% | -7.2% |
| All | -39.3% | +53.1% | -92.5% | -58.2% |
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 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