+166.1%
B vs ROK
+49.7%
+116.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.9% |
| 7D | +9.6% | -13.8% | +23.4% | +13.5% |
| 30D | +3.5% | -14.9% | +18.5% | +7.6% |
| 3M | -1.6% | -14.7% | +13.1% | +2.2% |
| 6M | -1.7% | -17.7% | +16.0% | +2.8% |
| YTD | -5.3% | -2.5% | -2.9% | -4.9% |
| 1Y | +27.2% | +2.3% | +25.0% | +26.7% |
| 3Y | +166.1% | +52.7% | +113.4% | +136.4% |
| All | +166.1% | +49.7% | +116.4% | +136.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling