+354.9%
ROK vs ALB
+80.1%
+274.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | 0.0% |
| 7D | +0.2% | -8.6% | +8.8% | +2.5% |
| 30D | -1.8% | -4.0% | +2.2% | -1.0% |
| 3M | -7.2% | -17.4% | +10.2% | -3.1% |
| 6M | +14.2% | -25.4% | +39.5% | +21.1% |
| YTD | +10.6% | -10.5% | +21.1% | +10.6% |
| 1Y | +25.9% | +75.8% | -49.9% | +2.2% |
| 3Y | +50.8% | -28.5% | +79.3% | +47.6% |
| 5Y | +47.0% | -45.1% | +92.2% | +47.9% |
| 10Y | +354.9% | +87.3% | +267.6% | +153.4% |
| All | +354.9% | +80.1% | +274.8% | +153.4% |
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