+25.0%
ROK vs DGX
+45.0%
-20.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.0% | -0.8% |
| 7D | 0.0% | +4.1% | -4.1% | -0.2% |
| 30D | -2.5% | +10.5% | -13.0% | -3.1% |
| 3M | 0.0% | +9.8% | -9.8% | -0.7% |
| 6M | +11.6% | +34.6% | -23.0% | +8.6% |
| YTD | +15.2% | +49.8% | -34.6% | +9.7% |
| 1Y | +25.0% | +46.0% | -21.0% | +19.7% |
| All | +25.0% | +45.0% | -20.0% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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