+97.6%
AGG vs ROK
+2,473.9%
-2,376.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | -0.2% | +0.2% | -0.3% | -0.2% |
| 30D | -0.2% | -1.8% | +1.6% | -0.2% |
| 3M | -0.7% | -7.2% | +6.5% | -0.7% |
| 6M | -1.8% | +14.2% | -15.9% | -1.7% |
| YTD | -0.6% | +10.6% | -11.2% | -0.6% |
| 1Y | +0.4% | +25.9% | -25.5% | +0.4% |
| 3Y | +13.2% | +50.8% | -37.6% | +13.3% |
| 5Y | -2.0% | +47.0% | -49.0% | -1.9% |
| 10Y | +15.1% | +354.9% | -339.8% | +16.8% |
| All | +97.6% | +2,473.9% | -2,376.3% | +112.3% |
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