+44.1%
AA vs ROK
+265.6%
-221.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | +5.3% | +6.1% | -0.8% | +0.7% |
| 30D | -2.3% | -6.5% | +4.2% | +1.8% |
| 3M | -20.8% | -10.2% | -10.6% | -15.2% |
| 6M | -39.8% | -10.6% | -29.2% | -35.8% |
| YTD | -23.3% | +4.9% | -28.2% | -28.9% |
| 1Y | +1.8% | +3.8% | -2.0% | -4.6% |
| 3Y | +69.5% | +63.5% | +6.0% | +6.2% |
| 5Y | -18.0% | +30.9% | -48.9% | -40.3% |
| All | +44.1% | +265.6% | -221.5% | -51.0% |
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