+6,926.3%
ROK vs ALB
+2,138.3%
+4,788.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +1.9% |
| 7D | -8.5% | +1.1% | -9.5% | -9.1% |
| 30D | -6.4% | -2.6% | -3.8% | -6.0% |
| 3M | -8.8% | -25.6% | +16.7% | -0.6% |
| 6M | -10.5% | -54.0% | +43.5% | +13.8% |
| YTD | +5.4% | -31.6% | +37.0% | +14.3% |
| 1Y | +5.0% | -6.6% | +11.5% | +1.5% |
| 3Y | +64.3% | -14.0% | +78.3% | +44.4% |
| 5Y | +34.0% | -62.5% | +96.5% | +49.2% |
| 10Y | +268.2% | +36.3% | +231.9% | +119.4% |
| All | +6,926.3% | +2,138.3% | +4,788.1% | +1,796.6% |
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 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