+11.3%
O vs ROK
+25.3%
-14.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.0% |
| 7D | +5.8% | 0.0% | +5.8% | +5.8% |
| 30D | +10.7% | -2.5% | +13.1% | +10.7% |
| 3M | -4.5% | 0.0% | -4.5% | -4.5% |
| 6M | -4.1% | +11.6% | -15.7% | -4.5% |
| YTD | +9.8% | +15.2% | -5.4% | +8.7% |
| 1Y | +11.3% | +25.0% | -13.7% | +10.0% |
| All | +11.3% | +25.3% | -14.0% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling