+354.9%
ROK vs APD
+162.9%
+192.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | +0.2% | -4.6% | +4.8% | +2.7% |
| 30D | -1.8% | -4.2% | +2.4% | +0.4% |
| 3M | -7.2% | +5.0% | -12.2% | -10.2% |
| 6M | +14.2% | +8.9% | +5.2% | +7.7% |
| YTD | +10.6% | +21.9% | -11.3% | -2.5% |
| 1Y | +25.9% | +5.6% | +20.3% | +19.5% |
| 3Y | +50.8% | +6.9% | +43.9% | +36.9% |
| 5Y | +47.0% | +25.3% | +21.7% | +17.6% |
| 10Y | +354.9% | +169.1% | +185.8% | +96.5% |
| All | +354.9% | +162.9% | +192.0% | +96.5% |
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