+168.5%
ROK vs ALC
+21.6%
+146.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.2% |
| 7D | +2.8% | -3.7% | +6.4% | +4.5% |
| 30D | -2.4% | -3.7% | +1.3% | -0.8% |
| 3M | -4.7% | +4.6% | -9.2% | -7.2% |
| 6M | +16.8% | -14.6% | +31.3% | +24.0% |
| YTD | +11.4% | -11.9% | +23.2% | +16.2% |
| 1Y | +26.2% | -13.1% | +39.3% | +32.3% |
| 3Y | +51.9% | -15.0% | +66.9% | +56.9% |
| 5Y | +46.4% | -16.2% | +62.6% | +49.2% |
| All | +168.5% | +21.6% | +146.9% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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