+341.2%
ROK vs ALM
+2,776.7%
-2,435.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.6% | +8.5% | -0.7% |
| 7D | -1.6% | -7.1% | +5.5% | -1.3% |
| 30D | -5.4% | +24.7% | -30.1% | -6.4% |
| 3M | -4.0% | +8.3% | -12.3% | -4.6% |
| 6M | +13.3% | -22.2% | +35.5% | +13.6% |
| YTD | +9.3% | +88.1% | -78.7% | +6.3% |
| 1Y | +25.8% | +272.4% | -246.5% | +19.4% |
| 3Y | +49.1% | +2,004.1% | -1,955.0% | +32.0% |
| 5Y | +45.9% | +915.8% | -869.9% | +31.2% |
| All | +341.2% | +2,776.7% | -2,435.6% | +286.1% |
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