+263.4%
ROK vs ALM
+2,100.8%
-1,837.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.7% | -8.2% | -0.8% |
| 7D | +7.1% | +1.2% | +5.8% | +7.0% |
| 30D | -5.0% | -19.3% | +14.4% | -4.1% |
| 3M | -9.4% | -40.6% | +31.3% | -7.6% |
| 6M | -11.0% | -57.9% | +46.9% | -8.3% |
| YTD | +4.4% | -6.7% | +11.1% | +4.4% |
| 1Y | +7.4% | +20.2% | -12.8% | +6.4% |
| 3Y | +61.0% | +879.4% | -818.5% | +47.6% |
| 5Y | +30.4% | +415.3% | -384.9% | +20.6% |
| All | +263.4% | +2,100.8% | -1,837.4% | +226.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling