+30.3%
O vs ROK
+48.7%
-18.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | -0.6% | +2.8% | -3.3% | -0.7% |
| 30D | -2.0% | -2.4% | +0.4% | -1.8% |
| 3M | +3.0% | -4.7% | +7.7% | +3.1% |
| 6M | -3.6% | +16.8% | -20.4% | -5.0% |
| YTD | +12.1% | +11.4% | +0.7% | +10.7% |
| 1Y | +8.9% | +26.2% | -17.3% | +6.4% |
| 3Y | +30.3% | +51.9% | -21.5% | +23.4% |
| All | +30.3% | +48.7% | -18.3% | +23.4% |
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