+5.0%
ROK vs ADVB
-73.0%
+78.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +10.0% | -7.7% | +2.3% |
| 7D | -8.5% | +10.5% | -19.0% | -8.4% |
| 30D | -6.4% | -56.0% | +49.6% | -7.4% |
| 3M | -8.8% | -70.1% | +61.3% | -10.3% |
| 6M | -10.5% | -53.7% | +43.2% | -11.3% |
| YTD | +5.4% | -60.3% | +65.7% | +5.8% |
| 1Y | +5.0% | -73.1% | +78.1% | +8.3% |
| All | +5.0% | -73.0% | +78.0% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling