+1,855.0%
VRT vs ROK
+152.3%
+1,702.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.0% | -5.1% | -4.5% |
| 7D | -17.7% | -11.0% | -6.7% | -10.6% |
| 30D | -20.0% | -8.2% | -11.8% | -14.6% |
| 3M | -28.1% | -8.5% | -19.6% | -22.8% |
| 6M | -42.8% | -12.0% | -30.9% | -36.7% |
| YTD | +20.0% | +3.1% | +16.9% | +19.6% |
| 1Y | +3.5% | +2.9% | +0.6% | +3.6% |
| 3Y | +366.1% | +60.7% | +305.5% | +243.4% |
| 5Y | +632.2% | +29.5% | +602.7% | +501.2% |
| All | +1,855.0% | +152.3% | +1,702.6% | +964.0% |
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