+55.9%
ROK vs ALHC
-61.8%
+117.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.5% | +3.7% |
| 7D | -11.5% | +3.9% | -15.4% | -11.7% |
| 30D | -10.0% | -3.6% | -6.3% | -9.8% |
| 3M | -11.4% | -49.4% | +38.0% | -7.9% |
| 6M | -13.7% | -59.5% | +45.8% | -9.7% |
| YTD | +1.0% | -63.2% | +64.2% | +6.1% |
| 1Y | +5.6% | -55.5% | +61.1% | +9.4% |
| 3Y | +59.1% | +23.0% | +36.1% | +46.3% |
| 5Y | +26.1% | -65.7% | +91.8% | +21.3% |
| All | +55.9% | -61.8% | +117.7% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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