+29.5%
ROK vs A
+15.8%
+13.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.9% |
| 3M | -8.5% | +19.8% | -28.2% | -16.2% |
| 6M | -12.0% | +54.4% | -66.3% | -29.7% |
| YTD | +3.1% | +31.7% | -28.6% | -10.9% |
| 1Y | +2.9% | +22.4% | -19.6% | -7.7% |
| 3Y | +60.7% | +67.7% | -7.0% | +18.6% |
| 5Y | +29.5% | +15.7% | +13.7% | +12.5% |
| All | +29.5% | +15.8% | +13.7% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling