+322.4%
NET vs ROK
+76.8%
+245.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.3% |
| 7D | -16.4% | 0.0% | -16.4% | -16.3% |
| 30D | -25.8% | -2.5% | -23.4% | -24.9% |
| 3M | -11.5% | 0.0% | -11.5% | -11.6% |
| 6M | +18.9% | +11.6% | +7.3% | +10.4% |
| YTD | +35.2% | +15.2% | +20.0% | +22.3% |
| 1Y | +14.5% | +25.0% | -10.5% | -0.9% |
| All | +322.4% | +76.8% | +245.6% | +168.8% |
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