+31.0%
AAPL vs ROK
+4.7%
+26.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +4.1% | +7.1% | -2.9% | +3.5% |
| 30D | +4.0% | -5.0% | +8.9% | +4.3% |
| 3M | +16.8% | -9.4% | +26.2% | +17.6% |
| 6M | +19.4% | -11.0% | +30.4% | +19.4% |
| YTD | +31.5% | +4.4% | +27.1% | +25.7% |
| 1Y | +31.0% | +7.4% | +23.6% | +24.4% |
| All | +31.0% | +4.7% | +26.3% | +24.4% |
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