+257.6%
ALAB vs ROK
+50.2%
+207.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.2% |
| 7D | +16.3% | +7.1% | +9.2% | +10.0% |
| 30D | -26.1% | -5.0% | -21.2% | -21.3% |
| 3M | -31.3% | -9.4% | -21.9% | -23.6% |
| 6M | -1.0% | -11.0% | +10.0% | +12.2% |
| YTD | +33.3% | +4.4% | +28.9% | +34.2% |
| 1Y | +53.5% | +7.4% | +46.1% | +52.2% |
| All | +257.6% | +50.2% | +207.4% | +160.9% |
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