+18.9%
NET vs ROK
+9.9%
+9.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.5% |
| 7D | -16.4% | 0.0% | -16.4% | -16.2% |
| 30D | -25.8% | -2.5% | -23.4% | -25.6% |
| 3M | -11.5% | 0.0% | -11.5% | -11.4% |
| 6M | +18.9% | +11.6% | +7.3% | +11.9% |
| All | +18.9% | +9.9% | +9.1% | +11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling