+319.9%
ADP vs ROK
+264.0%
+55.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +2.2% | +7.1% | -4.9% | -0.1% |
| 30D | +10.6% | -5.0% | +15.5% | +11.5% |
| 3M | +12.9% | -9.4% | +22.3% | +15.5% |
| 6M | +50.6% | -11.0% | +61.6% | +53.3% |
| YTD | +23.2% | +4.4% | +18.7% | +16.9% |
| 1Y | +25.3% | +7.4% | +17.8% | +17.5% |
| 3Y | +47.1% | +61.0% | -13.8% | +11.2% |
| 5Y | +50.1% | +30.4% | +19.7% | +21.2% |
| All | +319.9% | +264.0% | +55.9% | +117.2% |
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