+13,289.6%
ROK vs APD
+6,189.3%
+7,100.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.6% |
| 7D | -13.8% | -3.7% | -10.2% | -12.0% |
| 30D | -14.9% | +9.6% | -24.6% | -18.9% |
| 3M | -14.7% | +1.6% | -16.3% | -15.5% |
| 6M | -17.7% | +2.2% | -19.8% | -19.2% |
| YTD | -2.5% | +25.9% | -28.3% | -14.8% |
| 1Y | +2.3% | +20.1% | -17.9% | -8.9% |
| 3Y | +52.7% | +12.4% | +40.3% | +35.7% |
| 5Y | +20.5% | +11.1% | +9.4% | +6.7% |
| 10Y | +284.0% | +190.1% | +93.9% | +101.6% |
| All | +13,289.6% | +6,189.3% | +7,100.3% | +1,877.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling