+402.8%
ROK vs ARMK
+350.8%
+51.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.6% |
| 7D | +0.7% | -2.4% | +3.1% | +1.6% |
| 30D | -3.3% | 0.0% | -3.3% | -3.4% |
| 3M | -5.9% | +6.7% | -12.5% | -8.1% |
| 6M | +13.9% | +38.8% | -25.0% | +0.6% |
| YTD | +12.6% | +55.2% | -42.6% | -4.6% |
| 1Y | +28.6% | +46.6% | -18.0% | +11.1% |
| 3Y | +45.1% | +112.9% | -67.8% | +8.6% |
| 5Y | +45.6% | +144.0% | -98.4% | +2.5% |
| 10Y | +345.0% | +132.4% | +212.6% | +202.4% |
| All | +402.8% | +350.8% | +51.9% | +195.4% |
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