+262.6%
ROK vs APD
+187.0%
+75.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.8% |
| 7D | -11.0% | -0.2% | -10.8% | -10.7% |
| 30D | -8.2% | +11.0% | -19.2% | -13.1% |
| 3M | -8.5% | +1.3% | -9.8% | -9.2% |
| 6M | -12.0% | +6.4% | -18.3% | -15.5% |
| YTD | +3.1% | +28.9% | -25.9% | -11.8% |
| 1Y | +2.9% | +23.2% | -20.4% | -10.1% |
| 3Y | +60.7% | +26.3% | +34.3% | +33.0% |
| 5Y | +29.5% | +12.0% | +17.4% | +12.8% |
| 10Y | +262.6% | +183.2% | +79.5% | +60.1% |
| All | +262.6% | +187.0% | +75.6% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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