+2,351.6%
INFY vs ROK
+4,451.9%
-2,100.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | -8.7% | +0.2% | -8.9% | -8.7% |
| 30D | -13.0% | -1.8% | -11.2% | -12.4% |
| 3M | -8.8% | -7.2% | -1.6% | -7.2% |
| 6M | -22.6% | +14.2% | -36.7% | -28.0% |
| YTD | -37.3% | +10.6% | -47.9% | -41.1% |
| 1Y | -33.4% | +25.9% | -59.3% | -40.7% |
| 3Y | -32.3% | +50.8% | -83.1% | -46.4% |
| 5Y | -45.2% | +47.0% | -92.3% | -57.4% |
| 10Y | +80.0% | +354.9% | -274.9% | -20.2% |
| All | +2,351.6% | +4,451.9% | -2,100.3% | +314.5% |
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