+1,112.1%
PSX vs ROK
+647.1%
+465.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.4% |
| 7D | +4.5% | +0.7% | +3.9% | +4.2% |
| 30D | +26.6% | -3.3% | +29.9% | +28.4% |
| 3M | +39.3% | -5.9% | +45.1% | +41.5% |
| 6M | +56.8% | +13.9% | +43.0% | +43.1% |
| YTD | +101.8% | +12.6% | +89.2% | +84.0% |
| 1Y | +99.6% | +28.6% | +71.0% | +69.2% |
| 3Y | +140.3% | +45.1% | +95.2% | +84.0% |
| 5Y | +339.3% | +45.6% | +293.8% | +219.2% |
| 10Y | +369.9% | +345.0% | +24.8% | +74.2% |
| All | +1,112.1% | +647.1% | +465.0% | +223.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling