+346.6%
ROK vs AR
-33.4%
+380.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -1.2% |
| 7D | -13.8% | -14.3% | +0.4% | -11.9% |
| 30D | -14.9% | +1.4% | -16.4% | -15.2% |
| 3M | -14.7% | +3.4% | -18.0% | -15.3% |
| 6M | -17.7% | -2.1% | -15.6% | -17.9% |
| YTD | -2.5% | +4.7% | -7.2% | -4.2% |
| 1Y | +2.3% | +10.6% | -8.3% | -0.6% |
| 3Y | +52.7% | +24.6% | +28.2% | +43.7% |
| 5Y | +20.5% | +71.9% | -51.4% | +5.0% |
| 10Y | +284.0% | +46.4% | +237.6% | +194.4% |
| All | +346.6% | -33.4% | +380.0% | +290.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling