+10.3%
APA vs ROK
+48.7%
-38.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.2% |
| 7D | -1.7% | +2.8% | -4.5% | -2.6% |
| 30D | +15.7% | -2.4% | +18.1% | +16.4% |
| 3M | +16.5% | -4.7% | +21.1% | +16.9% |
| 6M | +35.1% | +16.8% | +18.3% | +22.3% |
| YTD | +82.2% | +11.4% | +70.9% | +68.2% |
| 1Y | +102.5% | +26.2% | +76.3% | +74.3% |
| 3Y | +10.3% | +51.9% | -41.5% | -19.6% |
| All | +10.3% | +48.7% | -38.4% | -19.6% |
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