+56.3%
ROK vs COMP
-52.0%
+108.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.7% | -12.1% | -2.7% |
| 7D | -13.8% | +13.4% | -27.3% | -15.1% |
| 30D | -14.9% | +11.1% | -26.0% | -16.2% |
| 3M | -14.7% | -18.8% | +4.2% | -12.9% |
| 6M | -17.7% | +10.5% | -28.2% | -19.4% |
| YTD | -2.5% | -3.4% | +0.9% | -3.9% |
| 1Y | +2.3% | +19.7% | -17.4% | -1.7% |
| 3Y | +52.7% | +381.6% | -328.9% | +21.0% |
| 5Y | +20.5% | -17.6% | +38.1% | +4.0% |
| All | +56.3% | -52.0% | +108.2% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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