+28.6%
ROK vs A
+21.7%
+6.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | +0.7% | -1.9% | +2.6% | +1.3% |
| 30D | -3.3% | +6.9% | -10.2% | -5.6% |
| 3M | -5.9% | +9.2% | -15.1% | -8.9% |
| 6M | +13.9% | +25.7% | -11.8% | +4.5% |
| YTD | +12.6% | +11.5% | +1.0% | +9.6% |
| 1Y | +28.6% | +18.4% | +10.2% | +24.9% |
| All | +28.6% | +21.7% | +6.9% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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