+15,354.0%
ROK vs CLX
+2,386.6%
+12,967.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.7% |
| 7D | +0.7% | -9.2% | +9.9% | +3.4% |
| 30D | -3.3% | -11.0% | +7.7% | -0.2% |
| 3M | -5.9% | +5.0% | -10.9% | -7.9% |
| 6M | +13.9% | -18.8% | +32.7% | +19.5% |
| YTD | +12.6% | -4.4% | +17.0% | +12.6% |
| 1Y | +28.6% | -21.9% | +50.4% | +35.9% |
| 3Y | +45.1% | -32.8% | +77.9% | +58.0% |
| 5Y | +45.6% | -34.6% | +80.1% | +56.5% |
| 10Y | +345.0% | -4.7% | +349.7% | +303.2% |
| All | +15,354.0% | +2,386.6% | +12,967.4% | +5,173.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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