+61.0%
ROK vs ABCL
+185.8%
-124.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | +7.1% | -3.3% | +10.4% | +7.5% |
| 30D | -5.0% | -7.1% | +2.2% | -4.2% |
| 3M | -9.4% | +4.7% | -14.1% | -10.6% |
| 6M | -11.0% | +140.9% | -151.9% | -23.3% |
| YTD | +4.4% | +236.0% | -231.5% | -15.2% |
| 1Y | +7.4% | +217.4% | -210.0% | -12.2% |
| 3Y | +61.0% | +188.7% | -127.7% | +25.0% |
| All | +61.0% | +185.8% | -124.8% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling