+263.4%
ROK vs ARMK
+131.4%
+132.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +7.1% | +2.7% | +4.4% | +6.0% |
| 30D | -5.0% | -1.5% | -3.5% | -4.4% |
| 3M | -9.4% | -11.6% | +2.2% | -5.2% |
| 6M | -11.0% | +6.7% | -17.7% | -13.2% |
| YTD | +4.4% | +47.4% | -43.0% | -9.9% |
| 1Y | +7.4% | +41.5% | -34.1% | -6.0% |
| 3Y | +61.0% | +95.5% | -34.6% | +24.2% |
| 5Y | +30.4% | +108.4% | -78.0% | -3.0% |
| All | +263.4% | +131.4% | +132.0% | +164.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…
10y analysis · Full analysis span regression · 6 months rolling