+5.1%
VUG vs ROK
+4.7%
+0.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +2.5% | +7.1% | -4.6% | +0.5% |
| 30D | -6.3% | -5.0% | -1.3% | -5.0% |
| 3M | -6.0% | -9.4% | +3.3% | -3.6% |
| 6M | -3.5% | -11.0% | +7.5% | -1.1% |
| YTD | +3.9% | +4.4% | -0.5% | -0.2% |
| 1Y | +5.1% | +7.4% | -2.3% | -0.4% |
| All | +5.1% | +4.7% | +0.4% | -0.4% |
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 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