+55.3%
ON vs ROK
+27.3%
+28.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.7% | +6.8% | +7.0% |
| 7D | +2.4% | -1.2% | +3.6% | +3.6% |
| 30D | -8.6% | -4.8% | -3.8% | -4.5% |
| 3M | -34.3% | -6.1% | -28.2% | -30.4% |
| 6M | +28.5% | +15.5% | +13.0% | +17.4% |
| YTD | +40.6% | +11.2% | +29.4% | +26.5% |
| 1Y | +55.3% | +23.8% | +31.5% | +18.5% |
| All | +55.3% | +27.3% | +28.0% | +18.5% |
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