+25.0%
ROK vs CAPR
+47.4%
-22.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.3% | -8.8% | -0.6% |
| 7D | 0.0% | +43.2% | -43.2% | -0.2% |
| 30D | -2.5% | +14.7% | -17.1% | -2.6% |
| 3M | 0.0% | +113.9% | -113.9% | -0.6% |
| 6M | +11.6% | -73.4% | +84.9% | +12.0% |
| YTD | +15.2% | -69.1% | +84.3% | +15.4% |
| 1Y | +25.0% | +47.2% | -22.2% | +23.2% |
| All | +25.0% | +47.4% | -22.4% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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