+114.8%
ROK vs ACI
+34.0%
+80.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.8% |
| 7D | -11.0% | -0.6% | -10.4% | -10.9% |
| 30D | -8.2% | +9.5% | -17.7% | -8.8% |
| 3M | -8.5% | +10.1% | -18.6% | -9.2% |
| 6M | -12.0% | -15.4% | +3.4% | -10.9% |
| YTD | +3.1% | -19.5% | +22.6% | +4.6% |
| 1Y | +2.9% | -21.0% | +23.8% | +4.6% |
| 3Y | +60.7% | -31.2% | +91.8% | +65.3% |
| 5Y | +29.5% | -40.6% | +70.1% | +33.3% |
| All | +114.8% | +34.0% | +80.8% | +118.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling