+25.9%
ROK vs ALB
+69.7%
-43.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.3% |
| 7D | +0.2% | -8.6% | +8.8% | +1.4% |
| 30D | -1.8% | -4.0% | +2.2% | -1.3% |
| 3M | -7.2% | -17.4% | +10.2% | -4.8% |
| 6M | +14.2% | -25.4% | +39.5% | +17.9% |
| YTD | +10.6% | -10.5% | +21.1% | +12.0% |
| 1Y | +25.9% | +75.8% | -49.9% | +22.6% |
| All | +25.9% | +69.7% | -43.8% | +22.6% |
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