+848.7%
APA vs ROK
+15,847.2%
-14,998.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.8% |
| 7D | +0.5% | +0.7% | -0.1% | +0.2% |
| 30D | +23.4% | -3.3% | +26.7% | +24.9% |
| 3M | +12.7% | -5.9% | +18.6% | +14.2% |
| 6M | +39.4% | +13.9% | +25.6% | +27.3% |
| YTD | +79.0% | +12.6% | +66.4% | +63.8% |
| 1Y | +88.8% | +28.6% | +60.2% | +62.1% |
| 3Y | +6.4% | +45.1% | -38.7% | -15.6% |
| 5Y | +153.0% | +45.6% | +107.4% | +96.4% |
| 10Y | +7.5% | +345.0% | -337.5% | -42.8% |
| All | +848.7% | +15,847.2% | -14,998.5% | +140.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling