+41.6%
AA vs ROK
+264.0%
-222.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.4% |
| 7D | +0.5% | +7.1% | -6.6% | -4.5% |
| 30D | -0.6% | -5.0% | +4.4% | +2.3% |
| 3M | -19.7% | -9.4% | -10.3% | -14.5% |
| 6M | -41.6% | -11.0% | -30.6% | -37.5% |
| YTD | -24.6% | +4.4% | -29.1% | -29.9% |
| 1Y | +4.9% | +7.4% | -2.5% | -4.4% |
| 3Y | +66.8% | +61.0% | +5.9% | +5.8% |
| 5Y | -19.4% | +30.4% | -49.8% | -41.2% |
| All | +41.6% | +264.0% | -222.4% | -51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling