+291.2%
VST vs ROK
+61.1%
+230.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -3.0% |
| 7D | -6.0% | -11.0% | +5.0% | -1.0% |
| 30D | -18.8% | -8.2% | -10.6% | -15.6% |
| 3M | -8.0% | -8.5% | +0.4% | -4.4% |
| 6M | -10.9% | -12.0% | +1.0% | -5.6% |
| YTD | -18.3% | +3.1% | -21.4% | -19.8% |
| 1Y | -29.9% | +2.9% | -32.8% | -31.0% |
| All | +291.2% | +61.1% | +230.1% | +211.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling