+34.5%
CORZ vs ROK
+26.1%
+8.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.8% | +5.6% |
| 7D | +16.6% | +2.8% | +13.8% | +13.9% |
| 30D | -10.9% | -2.4% | -8.5% | -8.8% |
| 3M | -31.0% | -4.7% | -26.3% | -28.5% |
| 6M | +26.0% | +16.8% | +9.3% | +12.8% |
| YTD | +28.6% | +11.4% | +17.3% | +19.4% |
| 1Y | +34.5% | +26.2% | +8.3% | +29.0% |
| All | +34.5% | +26.1% | +8.3% | +29.0% |
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 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