+122,851.5%
AAPL vs ROK
+15,847.2%
+107,004.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -3.0% |
| 7D | +0.1% | +0.7% | -0.6% | -0.2% |
| 30D | +3.0% | -3.3% | +6.3% | +4.1% |
| 3M | +2.9% | -5.9% | +8.8% | +4.1% |
| 6M | +22.1% | +13.9% | +8.2% | +14.9% |
| YTD | +18.0% | +12.6% | +5.4% | +11.2% |
| 1Y | +33.9% | +28.6% | +5.3% | +20.0% |
| 3Y | +71.2% | +45.1% | +26.1% | +42.2% |
| 5Y | +112.6% | +45.6% | +67.0% | +73.5% |
| 10Y | +1,198.8% | +345.0% | +853.7% | +587.2% |
| All | +122,851.5% | +15,847.2% | +107,004.3% | +16,329.9% |
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