+53.5%
ALAB vs ROK
+4.7%
+48.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.1% |
| 7D | +16.3% | +7.1% | +9.2% | +8.0% |
| 30D | -26.1% | -5.0% | -21.2% | -20.1% |
| 3M | -31.3% | -9.4% | -21.9% | -21.7% |
| 6M | -1.0% | -11.0% | +10.0% | +15.2% |
| YTD | +33.3% | +4.4% | +28.9% | +30.0% |
| 1Y | +53.5% | +7.4% | +46.1% | +44.9% |
| All | +53.5% | +4.7% | +48.9% | +44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling