+546.4%
ROK vs ALM
+7,705.7%
-7,159.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.3% |
| 7D | +0.7% | -2.6% | +3.3% | +0.7% |
| 30D | -3.3% | +32.0% | -35.3% | -3.4% |
| 3M | -5.9% | -15.0% | +9.2% | -5.8% |
| 6M | +13.9% | -10.1% | +24.0% | +13.8% |
| YTD | +12.6% | +99.4% | -86.9% | +12.4% |
| 1Y | +28.6% | +316.4% | -287.8% | +28.1% |
| 3Y | +45.1% | +2,022.0% | -1,976.9% | +44.1% |
| 5Y | +45.6% | +941.2% | -895.6% | +44.6% |
| 10Y | +345.0% | +2,950.3% | -2,605.3% | +341.5% |
| All | +546.4% | +7,705.7% | -7,159.4% | +541.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling