+28.6%
ROK vs ACI
-32.3%
+60.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +0.7% | +0.2% | +0.5% | +0.7% |
| 30D | -3.3% | +5.9% | -9.2% | -2.7% |
| 3M | -5.9% | -19.8% | +13.9% | -6.5% |
| 6M | +13.9% | -24.7% | +38.6% | +12.6% |
| YTD | +12.6% | -24.4% | +37.0% | +11.5% |
| 1Y | +28.6% | -31.5% | +60.1% | +33.5% |
| All | +28.6% | -32.3% | +60.9% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling