+107.5%
ALL vs ROK
+49.7%
+57.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.4% | -3.1% | -4.5% |
| 7D | -1.9% | -13.8% | +11.9% | -1.9% |
| 30D | +13.8% | -14.9% | +28.7% | +13.9% |
| 3M | -7.0% | -14.7% | +7.7% | -6.9% |
| 6M | +18.0% | -17.7% | +35.7% | +18.1% |
| YTD | +24.2% | -2.5% | +26.7% | +22.6% |
| 1Y | +31.2% | +2.3% | +28.9% | +29.0% |
| 3Y | +107.5% | +52.7% | +54.8% | +92.1% |
| All | +107.5% | +49.7% | +57.8% | +92.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling