+13,164.2%
GOOG vs ROK
+1,653.0%
+11,511.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | -1.6% | +0.2% | -1.7% | -1.6% |
| 30D | -7.7% | -1.8% | -5.9% | -7.1% |
| 3M | -9.3% | -7.2% | -2.1% | -7.2% |
| 6M | +7.4% | +14.2% | -6.7% | +1.0% |
| YTD | +4.9% | +10.6% | -5.7% | -0.7% |
| 1Y | +37.2% | +25.9% | +11.3% | +23.4% |
| 3Y | +141.6% | +50.8% | +90.8% | +94.7% |
| 5Y | +128.8% | +47.0% | +81.7% | +82.5% |
| 10Y | +772.7% | +354.9% | +417.8% | +319.2% |
| All | +13,164.2% | +1,653.0% | +11,511.2% | +3,139.0% |
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