+7,404.1%
ROK vs ALB
+2,835.3%
+4,568.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.4% | +5.7% | +2.8% |
| 7D | +0.7% | -8.1% | +8.8% | +3.5% |
| 30D | -3.3% | +6.3% | -9.6% | -5.7% |
| 3M | -5.9% | -23.6% | +17.7% | +1.9% |
| 6M | +13.9% | -24.6% | +38.5% | +22.0% |
| YTD | +12.6% | -10.3% | +22.8% | +12.4% |
| 1Y | +28.6% | +61.5% | -32.9% | +2.1% |
| 3Y | +45.1% | -34.0% | +79.1% | +42.4% |
| 5Y | +45.6% | -44.6% | +90.2% | +42.0% |
| 10Y | +345.0% | +76.1% | +268.9% | +145.2% |
| All | +7,404.1% | +2,835.3% | +4,568.8% | +1,765.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling