-20.9%
VST vs ROK
-15.7%
-5.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.4% | +11.9% | +11.4% |
| 7D | -9.8% | -13.8% | +4.0% | -1.0% |
| 30D | -25.1% | -14.9% | -10.2% | -16.9% |
| 3M | -11.6% | -14.7% | +3.1% | -2.4% |
| 6M | -20.9% | -17.7% | -3.2% | -11.3% |
| All | -20.9% | -15.7% | -5.2% | -11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling