+156.1%
ALL vs ROK
+48.5%
+107.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.4% |
| 7D | 0.0% | +0.7% | -0.7% | 0.0% |
| 30D | -1.5% | -3.3% | +1.8% | -1.4% |
| 3M | +23.6% | -5.9% | +29.5% | +23.6% |
| 6M | +22.3% | +13.9% | +8.5% | +21.0% |
| YTD | +26.5% | +12.6% | +13.9% | +24.9% |
| 1Y | +27.0% | +28.6% | -1.6% | +24.0% |
| All | +156.1% | +48.5% | +107.7% | +141.8% |
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