+13,770.5%
ROK vs APD
+6,318.0%
+7,452.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.5% | +2.5% |
| 7D | -11.5% | -1.6% | -10.0% | -10.6% |
| 30D | -10.0% | +10.6% | -20.6% | -14.5% |
| 3M | -11.4% | +2.5% | -14.0% | -12.7% |
| 6M | -13.7% | +6.0% | -19.6% | -16.9% |
| YTD | +1.0% | +28.4% | -27.4% | -12.6% |
| 1Y | +5.6% | +22.2% | -16.5% | -6.7% |
| 3Y | +59.1% | +26.6% | +32.5% | +33.5% |
| 5Y | +26.1% | +11.8% | +14.4% | +11.3% |
| 10Y | +266.4% | +187.8% | +78.7% | +93.1% |
| All | +13,770.5% | +6,318.0% | +7,452.5% | +1,927.4% |
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