+51.9%
ROK vs ALM
+2,327.9%
-2,276.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.8% | -9.9% | -1.5% |
| 7D | +2.8% | +8.4% | -5.6% | +2.3% |
| 30D | -2.4% | +34.8% | -37.2% | -4.0% |
| 3M | -4.7% | +16.2% | -20.9% | -5.8% |
| 6M | +16.8% | +2.1% | +14.6% | +15.6% |
| YTD | +11.4% | +117.0% | -105.7% | +8.2% |
| 1Y | +26.2% | +313.9% | -287.7% | +21.1% |
| 3Y | +51.9% | +2,327.9% | -2,276.1% | +53.0% |
| All | +51.9% | +2,327.9% | -2,276.1% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling