+11.9%
VT vs ROK
+4.1%
+7.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +2.9% | +6.1% | -3.2% | +1.2% |
| 30D | -2.5% | -6.5% | +4.0% | -1.0% |
| 3M | -3.3% | -10.2% | +6.8% | -0.8% |
| 6M | +1.5% | -10.6% | +12.2% | +3.8% |
| YTD | +11.4% | +4.9% | +6.5% | +6.6% |
| 1Y | +11.9% | +3.8% | +8.1% | +7.5% |
| All | +11.9% | +4.1% | +7.8% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling