+54.8%
ROK vs AS
+142.2%
-87.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.4% | +2.9% |
| 7D | -11.5% | +5.8% | -17.4% | -12.5% |
| 30D | -10.0% | +15.4% | -25.3% | -12.6% |
| 3M | -11.4% | -11.9% | +0.4% | -9.4% |
| 6M | -13.7% | -9.9% | -3.8% | -12.3% |
| YTD | +1.0% | -13.1% | +14.1% | +2.9% |
| 1Y | +5.6% | +9.9% | -4.2% | +2.9% |
| All | +54.8% | +142.2% | -87.5% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling