+404.6%
VIAV vs ROK
+357.9%
+46.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +2.8% |
| 7D | +11.2% | -1.2% | +12.4% | +11.8% |
| 30D | -10.1% | -4.8% | -5.3% | -7.9% |
| 3M | -22.9% | -6.1% | -16.8% | -20.6% |
| 6M | +28.8% | +15.5% | +13.3% | +20.9% |
| YTD | +117.5% | +11.2% | +106.3% | +108.2% |
| 1Y | +216.1% | +23.8% | +192.2% | +188.8% |
| 3Y | +292.2% | +53.1% | +239.1% | +214.8% |
| 5Y | +141.0% | +48.3% | +92.7% | +91.0% |
| All | +404.6% | +357.9% | +46.6% | +145.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling