+296.4%
ARM vs ROK
+57.8%
+238.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.6% | +3.0% |
| 7D | +5.5% | +0.7% | +4.8% | +4.9% |
| 30D | -8.2% | -3.3% | -4.9% | -5.9% |
| 3M | -35.9% | -5.9% | -30.1% | -33.4% |
| 6M | +103.1% | +13.9% | +89.3% | +84.5% |
| YTD | +130.6% | +12.6% | +118.0% | +108.9% |
| 1Y | +86.1% | +28.6% | +57.5% | +52.5% |
| All | +296.4% | +57.8% | +238.6% | +155.9% |
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