+130.4%
ROK vs ACI
+18.9%
+111.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.5% |
| 7D | +0.2% | -5.0% | +5.2% | +0.6% |
| 30D | -1.8% | -2.3% | +0.5% | -1.6% |
| 3M | -7.2% | -23.2% | +16.0% | -5.4% |
| 6M | +14.2% | -29.5% | +43.6% | +17.2% |
| YTD | +10.6% | -28.6% | +39.2% | +13.2% |
| 1Y | +25.9% | -34.0% | +59.9% | +29.9% |
| 3Y | +50.8% | -45.0% | +95.7% | +58.4% |
| 5Y | +47.0% | -44.0% | +91.1% | +52.4% |
| All | +130.4% | +18.9% | +111.5% | +136.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling