+83.2%
APA vs ROK
+29.0%
+54.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +0.5% |
| 7D | -5.5% | -11.0% | +5.5% | -1.8% |
| 30D | -1.2% | -8.2% | +7.0% | +1.4% |
| 3M | +10.6% | -8.5% | +19.0% | +13.1% |
| 6M | +28.4% | -12.0% | +40.4% | +31.7% |
| YTD | +89.7% | +3.1% | +86.7% | +77.9% |
| 1Y | +90.6% | +2.9% | +87.7% | +78.4% |
| 3Y | +36.9% | +60.7% | -23.8% | -0.7% |
| 5Y | +83.2% | +29.5% | +53.7% | +36.5% |
| All | +83.2% | +29.0% | +54.2% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling