+25.8%
ROK vs A
+14.6%
+11.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | -1.6% | -4.6% | +3.0% | -0.1% |
| 30D | -5.4% | -4.3% | -1.2% | -4.1% |
| 3M | -4.0% | +8.9% | -12.9% | -7.0% |
| 6M | +13.3% | +24.5% | -11.2% | +3.8% |
| YTD | +9.3% | +5.8% | +3.5% | +8.3% |
| 1Y | +25.8% | +16.2% | +9.6% | +23.2% |
| All | +25.8% | +14.6% | +11.2% | +23.2% |
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