+21.8%
ROK vs ALHC
-64.2%
+86.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.2% |
| 7D | -13.8% | +1.0% | -14.8% | -13.8% |
| 30D | -14.9% | -14.2% | -0.8% | -14.1% |
| 3M | -14.7% | -45.1% | +30.5% | -11.5% |
| 6M | -17.7% | -59.5% | +41.9% | -13.5% |
| YTD | -2.5% | -62.8% | +60.4% | +2.7% |
| 1Y | +2.3% | -55.5% | +57.7% | +6.1% |
| 3Y | +52.7% | +25.7% | +27.1% | +38.2% |
| All | +21.8% | -64.2% | +86.0% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling