+263.4%
ROK vs ALB
+32.4%
+231.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | +7.1% | -5.8% | +12.8% | +8.7% |
| 30D | -5.0% | -4.5% | -0.4% | -4.1% |
| 3M | -9.4% | -28.1% | +18.7% | -1.9% |
| 6M | -11.0% | -53.2% | +42.2% | +7.5% |
| YTD | +4.4% | -33.3% | +37.8% | +12.3% |
| 1Y | +7.4% | -17.4% | +24.8% | +8.3% |
| 3Y | +61.0% | -14.1% | +75.1% | +45.1% |
| 5Y | +30.4% | -64.0% | +94.4% | +48.2% |
| All | +263.4% | +32.4% | +231.0% | +139.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling