+274.9%
C vs ROK
+51.1%
+223.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.4% | -0.5% |
| 7D | +0.8% | -1.2% | +2.0% | +1.3% |
| 30D | +0.9% | -4.8% | +5.7% | +3.0% |
| 3M | +1.1% | -6.1% | +7.1% | +3.1% |
| 6M | +28.4% | +15.5% | +12.9% | +18.5% |
| YTD | +20.8% | +11.2% | +9.6% | +13.3% |
| 1Y | +43.4% | +23.8% | +19.6% | +27.9% |
| 3Y | +274.9% | +53.1% | +221.8% | +188.4% |
| All | +274.9% | +51.1% | +223.8% | +188.4% |
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