-62.1%
W vs ROK
+46.6%
-108.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.6% |
| 7D | +6.5% | +2.8% | +3.7% | +3.7% |
| 30D | -6.2% | -2.4% | -3.8% | -4.1% |
| 3M | +48.9% | -4.7% | +53.6% | +51.2% |
| 6M | +31.2% | +16.8% | +14.4% | +6.4% |
| YTD | -0.4% | +11.4% | -11.8% | -15.8% |
| 1Y | +14.8% | +26.2% | -11.3% | -15.3% |
| 3Y | +40.5% | +51.9% | -11.3% | -18.5% |
| 5Y | -62.1% | +46.4% | -108.5% | -81.3% |
| All | -62.1% | +46.6% | -108.8% | -81.3% |
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