+73.6%
ROK vs ABCL
-79.5%
+153.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.2% | -1.6% | +3.0% |
| 7D | -11.5% | +12.4% | -24.0% | -12.6% |
| 30D | -10.0% | -0.4% | -9.6% | -10.1% |
| 3M | -11.4% | +80.4% | -91.8% | -17.9% |
| 6M | -13.7% | +138.5% | -152.2% | -23.5% |
| YTD | +1.0% | +265.5% | -264.5% | -15.3% |
| 1Y | +5.6% | +219.7% | -214.0% | -10.3% |
| 3Y | +59.1% | +209.4% | -150.3% | +29.5% |
| 5Y | +26.1% | -15.0% | +41.1% | +10.0% |
| All | +73.6% | -79.5% | +153.1% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling