+262.6%
ROK vs ALB
+34.3%
+228.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.2% | +6.2% | +3.1% |
| 7D | -11.0% | +5.3% | -16.3% | -12.5% |
| 30D | -8.2% | -6.3% | -1.9% | -7.0% |
| 3M | -8.5% | -27.4% | +18.9% | -1.2% |
| 6M | -12.0% | -53.1% | +41.1% | +6.2% |
| YTD | +3.1% | -32.3% | +35.4% | +10.4% |
| 1Y | +2.9% | -7.3% | +10.2% | +0.3% |
| 3Y | +60.7% | -14.9% | +75.6% | +45.5% |
| 5Y | +29.5% | -62.0% | +91.5% | +44.5% |
| 10Y | +262.6% | +33.0% | +229.6% | +138.8% |
| All | +262.6% | +34.3% | +228.3% | +138.8% |
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