+25.0%
ROK vs ACWI
+14.9%
+10.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -2.8% |
| 7D | 0.0% | -0.5% | +0.5% | +0.7% |
| 30D | -2.5% | -1.6% | -0.9% | -0.3% |
| 3M | 0.0% | -1.3% | +1.3% | +1.8% |
| 6M | +11.6% | +5.8% | +5.7% | +2.9% |
| YTD | +15.2% | +12.7% | +2.5% | -1.8% |
| 1Y | +25.0% | +15.0% | +10.0% | +3.3% |
| All | +25.0% | +14.9% | +10.1% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 1y: compounded portfolio wealth divided by compounded ACWI 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…
1y analysis · Full analysis span regression · 6 months rolling