+212.5%
AA vs ROK
+14,694.8%
-14,482.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.5% |
| 7D | +0.5% | +7.1% | -6.6% | -3.5% |
| 30D | -0.6% | -5.0% | +4.4% | +1.8% |
| 3M | -19.7% | -9.4% | -10.3% | -15.5% |
| 6M | -41.6% | -11.0% | -30.6% | -38.2% |
| YTD | -24.6% | +4.4% | -29.1% | -28.1% |
| 1Y | +4.9% | +7.4% | -2.5% | -1.5% |
| 3Y | +66.8% | +61.0% | +5.9% | +21.2% |
| 5Y | -19.4% | +30.4% | -49.8% | -34.8% |
| 10Y | +43.1% | +264.8% | -221.7% | -33.1% |
| All | +212.5% | +14,694.8% | -14,482.3% | -61.1% |
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