+46.0%
F vs ROK
+63.3%
-17.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -3.1% | +7.1% | -10.2% | -5.5% |
| 30D | 0.0% | -5.0% | +5.0% | +1.2% |
| 3M | -13.2% | -9.4% | -3.8% | -10.7% |
| 6M | -10.2% | -11.0% | +0.8% | -7.3% |
| YTD | -4.9% | +4.4% | -9.4% | -8.3% |
| 1Y | -6.1% | +7.4% | -13.5% | -10.3% |
| 3Y | +46.0% | +61.0% | -15.0% | +9.2% |
| All | +46.0% | +63.3% | -17.3% | +9.2% |
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