+25.0%
ROK vs ALB
+4.7%
+20.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.3% | -5.9% | -1.3% |
| 7D | 0.0% | -2.1% | +2.1% | +0.3% |
| 30D | -2.5% | -9.0% | +6.5% | -1.2% |
| 3M | 0.0% | -21.1% | +21.1% | +3.2% |
| 6M | +11.6% | -49.9% | +61.5% | +24.2% |
| YTD | +15.2% | -32.3% | +47.5% | +20.8% |
| 1Y | +25.0% | +8.6% | +16.4% | +25.5% |
| All | +25.0% | +4.7% | +20.3% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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