+15,354.0%
ROK vs APD
+6,115.6%
+9,238.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.8% |
| 7D | +0.7% | -2.2% | +2.9% | +1.8% |
| 30D | -3.3% | +2.1% | -5.4% | -4.5% |
| 3M | -5.9% | +7.2% | -13.0% | -9.8% |
| 6M | +13.9% | +11.2% | +2.6% | +6.6% |
| YTD | +12.6% | +24.4% | -11.8% | -1.0% |
| 1Y | +28.6% | +6.7% | +21.9% | +21.6% |
| 3Y | +45.1% | +9.2% | +35.9% | +30.8% |
| 5Y | +45.6% | +27.4% | +18.2% | +19.6% |
| 10Y | +345.0% | +164.8% | +180.2% | +144.8% |
| All | +15,354.0% | +6,115.6% | +9,238.4% | +2,197.1% |
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