+4.4%
APA vs ROK
+265.6%
-261.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.3% |
| 7D | +9.6% | +6.1% | +3.5% | +5.3% |
| 30D | -0.2% | -6.5% | +6.3% | +2.9% |
| 3M | +19.8% | -10.2% | +30.0% | +26.3% |
| 6M | +30.1% | -10.6% | +40.7% | +34.0% |
| YTD | +100.4% | +4.9% | +95.5% | +77.7% |
| 1Y | +105.2% | +3.8% | +101.4% | +82.5% |
| 3Y | +44.6% | +63.5% | -18.9% | -15.4% |
| 5Y | +88.8% | +30.9% | +57.9% | +25.7% |
| All | +4.4% | +265.6% | -261.1% | -67.5% |
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 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