+46.4%
ROK vs ACI
-44.9%
+91.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.8% |
| 7D | +2.8% | -2.6% | +5.3% | +3.0% |
| 30D | -2.4% | +1.1% | -3.5% | -2.5% |
| 3M | -4.7% | -23.6% | +19.0% | -2.0% |
| 6M | +16.8% | -29.9% | +46.7% | +21.3% |
| YTD | +11.4% | -26.9% | +38.2% | +14.6% |
| 1Y | +26.2% | -34.2% | +60.4% | +32.1% |
| 3Y | +51.9% | -43.6% | +95.5% | +62.6% |
| 5Y | +46.4% | -42.4% | +88.8% | +52.2% |
| All | +46.4% | -44.9% | +91.3% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling