+46.4%
ROK vs A
-14.2%
+60.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | +0.2% |
| 7D | +2.8% | -2.1% | +4.8% | +3.8% |
| 30D | -2.4% | +0.6% | -3.0% | -2.8% |
| 3M | -4.7% | +10.9% | -15.6% | -9.7% |
| 6M | +16.8% | +28.2% | -11.4% | +1.8% |
| YTD | +11.4% | +8.6% | +2.8% | +5.7% |
| 1Y | +26.2% | +15.5% | +10.6% | +15.5% |
| 3Y | +51.9% | +31.8% | +20.0% | +26.1% |
| 5Y | +46.4% | -14.9% | +61.2% | +42.7% |
| All | +46.4% | -14.2% | +60.6% | +42.7% |
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