+2.9%
ROK vs ALC
+0.5%
+2.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.1% |
| 7D | -11.0% | +2.3% | -13.4% | -11.1% |
| 30D | -8.2% | +15.5% | -23.7% | -9.4% |
| 3M | -8.5% | +0.6% | -9.0% | -8.1% |
| 6M | -12.0% | +18.4% | -30.3% | -14.2% |
| YTD | +3.1% | -5.6% | +8.6% | +6.1% |
| 1Y | +2.9% | 0.0% | +2.8% | +3.4% |
| All | +2.9% | +0.5% | +2.3% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling