+25.0%
ROK vs ACI
-18.4%
+43.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | 0.0% |
| 7D | 0.0% | +4.5% | -4.5% | +0.8% |
| 30D | -2.5% | +20.9% | -23.3% | +0.6% |
| 3M | 0.0% | +15.2% | -15.2% | +2.6% |
| 6M | +11.6% | -13.3% | +24.9% | +11.3% |
| YTD | +15.2% | -16.2% | +31.4% | +15.1% |
| 1Y | +25.0% | -16.9% | +41.9% | +24.8% |
| All | +25.0% | -18.4% | +43.4% | +24.8% |
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