+26.2%
ROK vs AR
+17.5%
+8.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -1.2% |
| 7D | +2.8% | -1.8% | +4.6% | +2.6% |
| 30D | -2.4% | +12.6% | -15.0% | -1.3% |
| 3M | -4.7% | +10.0% | -14.7% | -3.6% |
| 6M | +16.8% | +0.6% | +16.1% | +17.2% |
| YTD | +11.4% | +13.4% | -2.0% | +10.4% |
| 1Y | +26.2% | +21.7% | +4.5% | +25.8% |
| All | +26.2% | +17.5% | +8.7% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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