+343.5%
ROK vs ALK
-38.6%
+382.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | 0.0% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | -2.4% | -18.5% | +16.1% | +4.3% |
| 3M | -4.7% | -3.6% | -1.1% | -4.5% |
| 6M | +16.8% | -3.7% | +20.4% | +15.7% |
| YTD | +11.4% | -19.0% | +30.4% | +16.3% |
| 1Y | +26.2% | -36.0% | +62.2% | +41.8% |
| 3Y | +51.9% | +2.3% | +49.5% | +37.7% |
| 5Y | +46.4% | -27.8% | +74.1% | +45.6% |
| 10Y | +343.5% | -39.0% | +382.5% | +291.6% |
| All | +343.5% | -38.6% | +382.1% | +291.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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