-53.4%
W vs ROK
+25.9%
-79.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.6% | +1.0% | +1.2% |
| 7D | +3.3% | -11.5% | +14.8% | +14.8% |
| 30D | +10.5% | -10.0% | +20.5% | +20.5% |
| 3M | +9.6% | -11.4% | +21.1% | +20.8% |
| 6M | +76.4% | -13.7% | +90.1% | +93.8% |
| YTD | +16.4% | +1.0% | +15.4% | +5.8% |
| 1Y | +9.3% | +5.6% | +3.7% | -5.6% |
| 3Y | +172.8% | +59.1% | +113.7% | +41.6% |
| 5Y | -53.4% | +26.1% | -79.5% | -76.3% |
| All | -53.4% | +25.9% | -79.3% | -76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling