+48.0%
ROK vs ALB
-45.0%
+93.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.4% | +5.7% | +2.3% |
| 7D | +0.7% | -8.1% | +8.8% | +2.5% |
| 30D | -3.3% | +6.3% | -9.6% | -4.9% |
| 3M | -5.9% | -23.6% | +17.7% | -0.8% |
| 6M | +13.9% | -24.6% | +38.5% | +19.3% |
| YTD | +12.6% | -10.3% | +22.8% | +12.7% |
| 1Y | +28.6% | +61.5% | -32.9% | +10.9% |
| 3Y | +45.1% | -34.0% | +79.1% | +47.3% |
| All | +48.0% | -45.0% | +93.0% | +49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling