-10.5%
ROK vs ACI
-16.7%
+6.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.6% | +2.1% |
| 7D | -8.5% | -5.3% | -3.2% | -9.2% |
| 30D | -6.4% | +5.0% | -11.4% | -5.4% |
| 3M | -8.8% | +7.5% | -16.4% | -7.4% |
| 6M | -10.5% | -16.0% | +5.5% | -11.2% |
| All | -10.5% | -16.7% | +6.2% | -11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling