+25.9%
ROK vs GEN
+0.6%
+25.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +0.2% | -2.9% | +3.1% | +0.4% |
| 30D | -1.8% | +2.1% | -3.9% | -2.0% |
| 3M | -7.2% | +19.7% | -26.9% | -9.0% |
| 6M | +14.2% | +33.3% | -19.1% | +11.1% |
| YTD | +10.6% | +11.1% | -0.5% | +13.7% |
| 1Y | +25.9% | +3.0% | +22.9% | +36.6% |
| All | +25.9% | +0.6% | +25.3% | +36.6% |
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