+2,330.4%
ACN vs ROK
+4,253.3%
-1,923.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -3.8% | +7.1% | -10.9% | -6.4% |
| 30D | +16.5% | -5.0% | +21.5% | +17.6% |
| 3M | +41.5% | -9.4% | +50.8% | +45.1% |
| 6M | +60.1% | -11.0% | +71.1% | +62.8% |
| YTD | -3.9% | +4.4% | -8.4% | -9.2% |
| 1Y | +4.1% | +7.4% | -3.3% | -2.8% |
| 3Y | -15.9% | +61.0% | -76.8% | -35.9% |
| 5Y | -26.3% | +30.4% | -56.7% | -39.9% |
| 10Y | +148.2% | +264.8% | -116.5% | +28.2% |
| All | +2,330.4% | +4,253.3% | -1,923.0% | +275.6% |
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