+365.7%
ALAB vs ROK
+60.2%
+305.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.1% | -5.9% | -6.1% |
| 7D | +3.2% | +2.8% | +0.4% | +1.1% |
| 30D | -13.6% | -2.4% | -11.2% | -11.8% |
| 3M | -16.6% | -4.7% | -11.9% | -13.1% |
| 6M | +142.3% | +16.8% | +125.6% | +118.3% |
| YTD | +73.6% | +11.4% | +62.3% | +61.8% |
| 1Y | +33.7% | +26.2% | +7.5% | +14.7% |
| All | +365.7% | +60.2% | +305.5% | +214.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling