+46.4%
ROK vs APD
+26.2%
+20.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | +2.8% | -2.5% | +5.3% | +3.8% |
| 30D | -2.4% | -1.9% | -0.5% | -1.7% |
| 3M | -4.7% | +8.2% | -12.9% | -8.3% |
| 6M | +16.8% | +10.7% | +6.0% | +11.0% |
| YTD | +11.4% | +22.9% | -11.6% | +0.7% |
| 1Y | +26.2% | +5.8% | +20.4% | +21.5% |
| 3Y | +51.9% | +7.8% | +44.1% | +42.7% |
| 5Y | +46.4% | +26.1% | +20.3% | +17.0% |
| All | +46.4% | +26.2% | +20.2% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling