+316.1%
ADP vs ROK
+270.1%
+46.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.5% |
| 7D | +3.2% | -11.0% | +14.2% | +6.6% |
| 30D | +12.8% | -8.2% | +20.9% | +15.0% |
| 3M | +12.3% | -8.5% | +20.8% | +14.4% |
| 6M | +45.4% | -12.0% | +57.4% | +48.5% |
| YTD | +21.4% | +3.1% | +18.3% | +15.7% |
| 1Y | +23.7% | +2.9% | +20.8% | +17.8% |
| 3Y | +43.6% | +60.7% | -17.0% | +8.5% |
| 5Y | +48.7% | +29.5% | +19.2% | +20.2% |
| 10Y | +316.1% | +262.6% | +53.5% | +117.0% |
| All | +316.1% | +270.1% | +46.0% | +117.0% |
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 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