+25.0%
ROK vs ALM
+44.8%
-19.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.7% | -0.7% |
| 7D | 0.0% | -6.4% | +6.4% | +0.8% |
| 30D | -2.5% | -35.0% | +32.5% | +2.5% |
| 3M | 0.0% | -33.8% | +33.8% | +4.0% |
| 6M | +11.6% | -55.0% | +66.6% | +20.8% |
| YTD | +15.2% | -0.2% | +15.4% | +16.0% |
| 1Y | +25.0% | +41.8% | -16.8% | +20.7% |
| All | +25.0% | +44.8% | -19.8% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling