+80.4%
ROK vs COMP
-47.7%
+128.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.2% |
| 7D | +0.7% | +1.4% | -0.7% | +0.5% |
| 30D | -3.3% | -13.3% | +10.0% | -1.8% |
| 3M | -5.9% | +41.1% | -47.0% | -10.0% |
| 6M | +13.9% | +17.2% | -3.3% | +10.3% |
| YTD | +12.6% | +5.2% | +7.4% | +10.1% |
| 1Y | +28.6% | +18.9% | +9.7% | +23.6% |
| 3Y | +45.1% | +215.9% | -170.8% | +20.0% |
| 5Y | +45.6% | -31.2% | +76.8% | +26.1% |
| All | +80.4% | -47.7% | +128.0% | +56.0% |
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