+248.5%
ALAB vs ROK
+48.2%
+200.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -2.1% |
| 7D | -7.5% | -11.0% | +3.6% | +3.4% |
| 30D | -36.8% | -8.2% | -28.6% | -30.8% |
| 3M | -31.9% | -8.5% | -23.4% | -24.9% |
| 6M | +8.2% | -12.0% | +20.2% | +23.7% |
| YTD | +29.9% | +3.1% | +26.9% | +32.2% |
| 1Y | +24.4% | +2.9% | +21.6% | +27.4% |
| All | +248.5% | +48.2% | +200.3% | +156.9% |
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