+425.9%
CARR vs ROK
+273.6%
+152.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.6% |
| 7D | +0.6% | +0.2% | +0.5% | +0.6% |
| 30D | -8.7% | -1.8% | -6.9% | -7.8% |
| 3M | -18.4% | -7.2% | -11.2% | -15.4% |
| 6M | -0.6% | +14.2% | -14.8% | -8.3% |
| YTD | +10.9% | +10.6% | +0.4% | +3.6% |
| 1Y | -7.3% | +25.9% | -33.2% | -19.6% |
| 3Y | +2.9% | +50.8% | -47.9% | -22.0% |
| 5Y | +9.6% | +47.0% | -37.4% | -18.0% |
| All | +425.9% | +273.6% | +152.3% | +194.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling