+117.6%
ROK vs ACI
+32.8%
+84.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.4% |
| 7D | +7.1% | +2.3% | +4.8% | +6.9% |
| 30D | -5.0% | +1.2% | -6.2% | -5.0% |
| 3M | -9.4% | +6.8% | -16.2% | -9.9% |
| 6M | -11.0% | -18.7% | +7.7% | -9.6% |
| YTD | +4.4% | -20.2% | +24.7% | +6.0% |
| 1Y | +7.4% | -23.7% | +31.1% | +9.6% |
| 3Y | +61.0% | -31.6% | +92.6% | +65.7% |
| 5Y | +30.4% | -42.8% | +73.1% | +34.3% |
| All | +117.6% | +32.8% | +84.8% | +121.5% |
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 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