+54.8%
ON vs ROK
+29.3%
+25.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | -0.1% |
| 7D | +2.4% | +0.7% | +1.8% | +1.8% |
| 30D | -3.3% | -3.3% | 0.0% | -0.5% |
| 3M | -43.6% | -5.9% | -37.7% | -40.3% |
| 6M | +19.0% | +13.9% | +5.1% | +9.5% |
| YTD | +37.4% | +12.6% | +24.8% | +22.7% |
| 1Y | +54.8% | +28.6% | +26.2% | +18.3% |
| All | +54.8% | +29.3% | +25.4% | +18.3% |
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