+60.7%
ROK vs A
+68.9%
-8.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.6% |
| 7D | -11.0% | +1.4% | -12.4% | -11.4% |
| 30D | -8.2% | +4.3% | -12.5% | -9.7% |
| 3M | -8.5% | +19.8% | -28.2% | -15.6% |
| 6M | -12.0% | +54.4% | -66.3% | -28.4% |
| YTD | +3.1% | +31.7% | -28.6% | -9.5% |
| 1Y | +2.9% | +22.4% | -19.6% | -6.3% |
| 3Y | +60.7% | +67.7% | -7.0% | +32.1% |
| All | +60.7% | +68.9% | -8.2% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling