-25.1%
RCL vs ROK
+29.3%
-54.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -1.0% |
| 7D | -5.1% | +0.7% | -5.8% | -5.5% |
| 30D | -19.0% | -3.3% | -15.7% | -17.3% |
| 3M | -9.6% | -5.9% | -3.7% | -7.0% |
| 6M | -6.7% | +13.9% | -20.6% | -17.2% |
| YTD | -3.9% | +12.6% | -16.5% | -13.9% |
| 1Y | -25.1% | +28.6% | -53.7% | -38.4% |
| All | -25.1% | +29.3% | -54.4% | -38.4% |
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 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