+45.0%
AAPL vs ROK
+27.3%
+17.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | +0.1% | +1.6% |
| 7D | +3.8% | -1.2% | +5.1% | +4.0% |
| 30D | +9.9% | -4.8% | +14.7% | +10.5% |
| 3M | +12.5% | -6.1% | +18.6% | +12.6% |
| 6M | +27.6% | +15.5% | +12.1% | +20.3% |
| YTD | +22.6% | +11.2% | +11.4% | +17.1% |
| 1Y | +45.0% | +23.8% | +21.1% | +32.4% |
| All | +45.0% | +27.3% | +17.6% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling