-2.6%
APA vs ROK
+343.9%
-346.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.4% |
| 7D | +0.3% | +0.2% | +0.1% | +0.1% |
| 30D | +9.3% | -1.8% | +11.1% | +10.3% |
| 3M | +23.3% | -7.2% | +30.5% | +26.8% |
| 6M | +39.5% | +14.2% | +25.3% | +19.7% |
| YTD | +87.6% | +10.6% | +77.0% | +63.5% |
| 1Y | +114.2% | +25.9% | +88.3% | +68.0% |
| 3Y | +13.6% | +50.8% | -37.2% | -27.3% |
| 5Y | +175.6% | +47.0% | +128.5% | +69.5% |
| 10Y | -2.6% | +354.9% | -357.5% | -71.9% |
| All | -2.6% | +343.9% | -346.6% | -71.9% |
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 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