+25.3%
F vs ROK
+26.1%
-0.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.2% | -3.8% |
| 7D | +1.2% | +2.8% | -1.6% | 0.0% |
| 30D | +1.2% | -2.4% | +3.6% | +2.3% |
| 3M | -5.7% | -4.7% | -1.0% | -4.3% |
| 6M | +17.9% | +16.8% | +1.2% | +9.8% |
| YTD | +10.4% | +11.4% | -1.0% | +3.6% |
| 1Y | +25.3% | +26.2% | -0.8% | +10.9% |
| All | +25.3% | +26.1% | -0.8% | +10.9% |
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