+23.0%
C vs ROK
+6.7%
+16.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.6% |
| 7D | -0.4% | -11.0% | +10.7% | +4.1% |
| 30D | -5.2% | -8.2% | +3.0% | -2.2% |
| 3M | -9.1% | -8.5% | -0.6% | -6.3% |
| 6M | -1.6% | -12.0% | +10.4% | +1.9% |
| YTD | +6.9% | +3.1% | +3.9% | 0.0% |
| 1Y | +23.0% | +2.9% | +20.1% | +14.3% |
| All | +23.0% | +6.7% | +16.3% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling