+279.0%
ADP vs ROK
+343.9%
-64.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -5.7% | +0.2% | -5.8% | -5.7% |
| 30D | -3.1% | -1.8% | -1.3% | -2.6% |
| 3M | +15.6% | -7.2% | +22.8% | +17.4% |
| 6M | +20.8% | +14.2% | +6.6% | +12.9% |
| YTD | +4.7% | +10.6% | -5.8% | -1.4% |
| 1Y | -8.3% | +25.9% | -34.2% | -18.2% |
| 3Y | +13.6% | +50.8% | -37.2% | -10.0% |
| 5Y | +45.0% | +47.0% | -2.0% | +12.6% |
| 10Y | +279.0% | +354.9% | -75.9% | +85.5% |
| All | +279.0% | +343.9% | -64.9% | +85.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling