+60.7%
ROK vs AS
+125.3%
-64.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.1% |
| 7D | +6.1% | -3.6% | +9.7% | +6.8% |
| 30D | -6.5% | +3.4% | -9.9% | -7.2% |
| 3M | -10.2% | -8.6% | -1.6% | -8.8% |
| 6M | -10.6% | -10.0% | -0.6% | -9.2% |
| YTD | +4.9% | -19.2% | +24.1% | +8.3% |
| 1Y | +3.8% | -3.8% | +7.6% | +3.8% |
| All | +60.7% | +125.3% | -64.6% | +39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling