+31.0%
ROK price history and return analytics
+58.0%
-27.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.6% |
| 7D | -11.0% | -0.1% | -10.9% | -10.4% |
| 30D | -8.2% | -3.1% | -5.1% | -3.9% |
| 3M | -8.5% | -3.5% | -5.0% | -3.7% |
| 6M | -12.0% | +0.5% | -12.4% | -11.9% |
| YTD | +3.1% | +10.8% | -7.7% | -8.5% |
| 1Y | +2.9% | +11.9% | -9.0% | -9.7% |
| 3Y | +60.7% | +73.0% | -12.3% | -15.9% |
| All | +31.0% | +58.0% | -27.0% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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