+25.9%
ROK vs APD
+5.1%
+20.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +0.2% | -4.6% | +4.8% | +0.9% |
| 30D | -1.8% | -4.2% | +2.4% | -1.1% |
| 3M | -7.2% | +5.0% | -12.2% | -8.4% |
| 6M | +14.2% | +8.9% | +5.2% | +11.9% |
| YTD | +10.6% | +21.9% | -11.3% | +4.9% |
| 1Y | +25.9% | +5.6% | +20.3% | +27.6% |
| All | +25.9% | +5.1% | +20.8% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling