+51.9%
ROK vs ALC
-15.5%
+67.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.5% |
| 7D | +2.8% | -3.7% | +6.4% | +3.9% |
| 30D | -2.4% | -3.7% | +1.3% | -1.3% |
| 3M | -4.7% | +4.6% | -9.2% | -6.5% |
| 6M | +16.8% | -14.6% | +31.3% | +22.7% |
| YTD | +11.4% | -11.9% | +23.2% | +15.4% |
| 1Y | +26.2% | -13.1% | +39.3% | +31.3% |
| 3Y | +51.9% | -15.0% | +66.9% | +60.6% |
| All | +51.9% | -15.5% | +67.4% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling