+1,024.4%
VRT vs ROK
+46.6%
+977.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +4.5% |
| 7D | +13.6% | +2.8% | +10.8% | +11.1% |
| 30D | +6.8% | -2.4% | +9.2% | +9.0% |
| 3M | -3.2% | -4.7% | +1.5% | +1.1% |
| 6M | +20.3% | +16.8% | +3.6% | +7.4% |
| YTD | +79.6% | +11.4% | +68.2% | +65.0% |
| 1Y | +139.0% | +26.2% | +112.8% | +99.7% |
| 3Y | +644.6% | +51.9% | +592.8% | +414.2% |
| 5Y | +1,024.4% | +46.4% | +978.0% | +625.1% |
| All | +1,024.4% | +46.6% | +977.7% | +625.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling