+124.8%
AAPL vs ROK
+44.8%
+80.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +3.9% |
| 7D | -0.5% | -1.6% | +1.1% | 0.0% |
| 30D | +7.1% | -5.4% | +12.5% | +9.1% |
| 3M | +12.1% | -4.0% | +16.1% | +12.5% |
| 6M | +25.4% | +13.3% | +12.1% | +17.5% |
| YTD | +20.5% | +9.3% | +11.1% | +14.0% |
| 1Y | +44.5% | +25.8% | +18.7% | +29.1% |
| 3Y | +85.8% | +49.1% | +36.7% | +48.6% |
| 5Y | +124.8% | +45.9% | +78.9% | +71.0% |
| All | +124.8% | +44.8% | +80.0% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling