+61.8%
ROK vs ALHC
-60.6%
+122.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.3% |
| 7D | +6.1% | -0.8% | +6.9% | +6.1% |
| 30D | -6.5% | -9.6% | +3.1% | -5.9% |
| 3M | -10.2% | -44.5% | +34.3% | -7.1% |
| 6M | -10.6% | -59.2% | +48.6% | -6.5% |
| YTD | +4.9% | -62.0% | +66.9% | +9.9% |
| 1Y | +3.8% | -54.8% | +58.6% | +7.4% |
| 3Y | +63.5% | +25.0% | +38.5% | +50.3% |
| 5Y | +30.9% | -65.3% | +96.3% | +25.7% |
| All | +61.8% | -60.6% | +122.5% | +53.3% |
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