+1,278.0%
AAPL vs ROK
+357.9%
+920.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | +0.1% | +1.1% |
| 7D | +3.8% | -1.2% | +5.1% | +4.3% |
| 30D | +9.9% | -4.8% | +14.7% | +11.9% |
| 3M | +12.5% | -6.1% | +18.6% | +14.2% |
| 6M | +27.6% | +15.5% | +12.1% | +18.2% |
| YTD | +22.6% | +11.2% | +11.4% | +14.9% |
| 1Y | +45.0% | +23.8% | +21.1% | +29.5% |
| 3Y | +87.8% | +53.1% | +34.6% | +47.1% |
| 5Y | +128.7% | +48.3% | +80.4% | +76.3% |
| All | +1,278.0% | +357.9% | +920.1% | +611.7% |
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