+23.8%
ROK vs AU
+72.0%
-48.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.6% |
| 7D | -1.2% | -4.3% | +3.0% | -0.5% |
| 30D | -4.8% | +7.3% | -12.1% | -6.2% |
| 3M | -6.1% | +26.3% | -32.4% | -10.6% |
| 6M | +15.5% | +1.8% | +13.7% | +13.4% |
| YTD | +11.2% | +26.8% | -15.6% | +5.1% |
| 1Y | +23.8% | +66.7% | -42.8% | +11.2% |
| All | +23.8% | +72.0% | -48.1% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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