+154.1%
ROK vs ALC
+27.5%
+126.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.2% | +4.4% | +3.2% |
| 7D | -8.5% | -6.3% | -2.2% | -5.8% |
| 30D | -6.4% | +12.6% | -19.0% | -11.6% |
| 3M | -8.8% | -3.8% | -5.0% | -7.8% |
| 6M | -10.5% | +16.8% | -27.3% | -17.8% |
| YTD | +5.4% | -7.6% | +13.0% | +7.2% |
| 1Y | +5.0% | -5.9% | +10.9% | +5.7% |
| 3Y | +64.3% | +0.6% | +63.7% | +55.3% |
| 5Y | +34.0% | -9.5% | +43.4% | +31.2% |
| All | +154.1% | +27.5% | +126.7% | +84.6% |
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