+41.3%
ROK vs ADVB
-97.5%
+138.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.6% | -1.4% |
| 7D | -13.8% | -13.9% | +0.1% | -13.8% |
| 30D | -14.9% | -68.1% | +53.2% | -15.3% |
| 3M | -14.7% | -73.4% | +58.7% | -15.0% |
| 6M | -17.7% | -70.8% | +53.1% | -18.2% |
| YTD | -2.5% | -66.1% | +63.6% | -3.4% |
| 1Y | +2.3% | -77.5% | +79.8% | +2.2% |
| All | +41.3% | -97.5% | +138.8% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling