+72.3%
ROK vs AUR
-35.0%
+107.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | +0.2% | +11.1% | -10.9% | -1.1% |
| 30D | -1.8% | -6.9% | +5.1% | -1.1% |
| 3M | -7.2% | +5.5% | -12.7% | -8.3% |
| 6M | +14.2% | +41.0% | -26.8% | +8.1% |
| YTD | +10.6% | +69.3% | -58.7% | +2.3% |
| 1Y | +25.9% | +14.0% | +11.9% | +21.4% |
| 3Y | +50.8% | +90.1% | -39.3% | +25.5% |
| 5Y | +47.0% | -34.4% | +81.5% | +21.5% |
| All | +72.3% | -35.0% | +107.3% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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