+7.9%
ROK vs ALM
+10.4%
-2.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +0.4% |
| 7D | +6.1% | -4.0% | +10.1% | +6.5% |
| 30D | -6.5% | -30.5% | +24.0% | -2.2% |
| 3M | -10.2% | -46.9% | +36.7% | -3.7% |
| 6M | -10.6% | -65.5% | +54.9% | +0.2% |
| YTD | +4.9% | -13.4% | +18.3% | +8.4% |
| All | +7.9% | +10.4% | -2.5% | +9.8% |
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