+1,474.1%
VTR vs ROK
+4,328.8%
-2,854.8%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | -0.1% |
| 7D | -2.4% | +2.8% | -5.2% | -3.3% |
| 30D | -3.7% | -2.4% | -1.3% | -3.1% |
| 3M | +13.5% | -4.7% | +18.2% | +14.5% |
| 6M | +7.2% | +16.8% | -9.6% | +0.1% |
| YTD | +17.6% | +11.4% | +6.2% | +10.9% |
| 1Y | +35.4% | +26.2% | +9.2% | +21.8% |
| 3Y | +132.8% | +51.9% | +81.0% | +87.5% |
| 5Y | +88.7% | +46.4% | +42.3% | +50.0% |
| 10Y | +87.6% | +343.5% | -255.9% | -1.4% |
| All | +1,474.1% | +4,328.8% | -2,854.8% | +328.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling