+291.9%
AA vs ROK
+15,847.2%
-15,555.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.9% |
| 7D | -0.7% | +0.7% | -1.4% | -1.2% |
| 30D | +5.0% | -3.3% | +8.3% | +7.0% |
| 3M | -35.8% | -5.9% | -30.0% | -33.8% |
| 6M | -18.4% | +13.9% | -32.3% | -25.4% |
| YTD | -5.5% | +12.6% | -18.1% | -13.1% |
| 1Y | +61.0% | +28.6% | +32.4% | +37.4% |
| 3Y | +66.2% | +45.1% | +21.1% | +29.2% |
| 5Y | +11.4% | +45.6% | -34.2% | -15.1% |
| 10Y | +116.9% | +345.0% | -228.2% | -8.6% |
| All | +291.9% | +15,847.2% | -15,555.3% | -52.9% |
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