+51.9%
ROK vs ACI
-43.5%
+95.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -1.0% |
| 7D | +2.8% | -2.6% | +5.3% | +2.8% |
| 30D | -2.4% | +1.1% | -3.5% | -2.4% |
| 3M | -4.7% | -23.6% | +19.0% | -3.3% |
| 6M | +16.8% | -29.9% | +46.7% | +19.5% |
| YTD | +11.4% | -26.9% | +38.2% | +13.0% |
| 1Y | +26.2% | -34.2% | +60.4% | +30.5% |
| 3Y | +51.9% | -43.6% | +95.5% | +68.6% |
| All | +51.9% | -43.5% | +95.3% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling