+28.6%
ROK vs AS
-21.9%
+50.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.3% | +0.4% |
| 7D | +0.7% | -4.9% | +5.6% | +2.0% |
| 30D | -3.3% | -19.6% | +16.3% | +2.2% |
| 3M | -5.9% | -14.4% | +8.5% | -2.6% |
| 6M | +13.9% | -20.1% | +34.0% | +19.0% |
| YTD | +12.6% | -20.9% | +33.5% | +17.6% |
| 1Y | +28.6% | -21.9% | +50.5% | +36.8% |
| All | +28.6% | -21.9% | +50.5% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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