+59.1%
ROK vs ALM
+907.8%
-848.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.1% | -4.5% | +3.0% |
| 7D | -11.5% | +0.7% | -12.3% | -11.5% |
| 30D | -10.0% | -26.1% | +16.1% | -8.3% |
| 3M | -11.4% | -38.1% | +26.7% | -9.1% |
| 6M | -13.7% | -55.4% | +41.7% | -10.2% |
| YTD | +1.0% | -0.4% | +1.4% | +2.0% |
| 1Y | +5.6% | +25.4% | -19.7% | +5.8% |
| 3Y | +59.1% | +907.8% | -848.7% | +64.4% |
| All | +59.1% | +907.8% | -848.7% | +64.4% |
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