+263.4%
ROK vs APD
+191.9%
+71.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +7.1% | +3.8% | +3.2% | +5.0% |
| 30D | -5.0% | +8.2% | -13.2% | -8.7% |
| 3M | -9.4% | +4.3% | -13.7% | -11.4% |
| 6M | -11.0% | +4.7% | -15.7% | -13.7% |
| YTD | +4.4% | +31.5% | -27.1% | -11.5% |
| 1Y | +7.4% | +23.5% | -16.1% | -6.2% |
| 3Y | +61.0% | +29.1% | +31.9% | +31.7% |
| 5Y | +30.4% | +15.9% | +14.5% | +11.4% |
| All | +263.4% | +191.9% | +71.5% | +55.5% |
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