+7.4%
ROK vs GEN
+14.8%
-7.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.5% |
| 7D | +7.1% | +2.0% | +5.0% | +7.0% |
| 30D | -5.0% | +27.7% | -32.7% | -6.0% |
| 3M | -9.4% | +3.3% | -12.6% | -9.5% |
| 6M | -11.0% | +31.8% | -42.8% | -13.3% |
| YTD | +4.4% | +13.5% | -9.1% | +5.9% |
| 1Y | +7.4% | +16.0% | -8.6% | +7.5% |
| All | +7.4% | +14.8% | -7.4% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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