+360.3%
ROK vs ARMK
+330.5%
+29.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +3.0% | +2.4% |
| 7D | -11.0% | -0.7% | -10.3% | -10.7% |
| 30D | -8.2% | -1.3% | -6.9% | -7.7% |
| 3M | -8.5% | -2.5% | -6.0% | -7.7% |
| 6M | -12.0% | +20.8% | -32.8% | -18.1% |
| YTD | +3.1% | +48.2% | -45.1% | -11.1% |
| 1Y | +2.9% | +45.7% | -42.9% | -10.8% |
| 3Y | +60.7% | +96.6% | -35.9% | +23.9% |
| 5Y | +29.5% | +106.6% | -77.1% | -3.2% |
| 10Y | +262.6% | +132.6% | +130.1% | +146.7% |
| All | +360.3% | +330.5% | +29.8% | +175.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling