+214.2%
ARM vs ROK
+47.0%
+167.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.4% |
| 7D | +19.8% | +6.1% | +13.8% | +14.6% |
| 30D | -21.8% | -6.5% | -15.3% | -17.1% |
| 3M | -26.5% | -10.2% | -16.3% | -19.5% |
| 6M | -3.9% | -10.6% | +6.7% | +5.2% |
| YTD | +82.8% | +4.9% | +77.9% | +76.6% |
| 1Y | +34.3% | +3.8% | +30.5% | +30.8% |
| 3Y | +282.2% | +63.5% | +218.7% | +154.4% |
| All | +214.2% | +47.0% | +167.1% | +116.3% |
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