+193.0%
ARM vs ROK
+41.6%
+151.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.6% | +3.1% | +3.9% |
| 7D | -5.3% | -11.5% | +6.2% | +4.2% |
| 30D | -30.0% | -10.0% | -20.0% | -23.8% |
| 3M | -34.1% | -11.4% | -22.6% | -26.9% |
| 6M | -12.6% | -13.7% | +1.0% | -1.8% |
| YTD | +70.4% | +1.0% | +69.4% | +69.4% |
| 1Y | +22.3% | +5.6% | +16.6% | +17.5% |
| 3Y | +261.2% | +59.1% | +202.1% | +146.2% |
| All | +193.0% | +41.6% | +151.3% | +107.4% |
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