+209.8%
W vs ROK
+348.9%
-139.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.6% | +1.0% | +1.6% |
| 7D | +3.3% | -11.5% | +14.8% | +13.5% |
| 30D | +10.5% | -10.0% | +20.5% | +19.4% |
| 3M | +9.6% | -11.4% | +21.1% | +19.6% |
| 6M | +76.4% | -13.7% | +90.1% | +92.7% |
| YTD | +16.4% | +1.0% | +15.4% | +9.2% |
| 1Y | +9.3% | +5.6% | +3.7% | -1.5% |
| 3Y | +172.8% | +59.1% | +113.7% | +71.4% |
| 5Y | -53.4% | +26.1% | -79.5% | -63.9% |
| 10Y | +243.6% | +266.4% | -22.8% | +26.0% |
| All | +209.8% | +348.9% | -139.1% | +1.5% |
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 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