+53.1%
ROK vs DGX
+96.4%
-43.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.4% |
| 7D | -1.2% | -0.9% | -0.4% | -1.1% |
| 30D | -4.8% | -1.2% | -3.6% | -4.6% |
| 3M | -6.1% | +15.8% | -21.9% | -8.4% |
| 6M | +15.5% | +18.2% | -2.7% | +12.2% |
| YTD | +11.2% | +37.2% | -26.0% | +4.9% |
| 1Y | +23.8% | +30.4% | -6.5% | +17.9% |
| 3Y | +53.1% | +96.7% | -43.6% | +40.6% |
| All | +53.1% | +96.4% | -43.3% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling