+51.9%
ROK vs GEN
+57.7%
-5.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.7% | -0.2% |
| 7D | +2.8% | -0.7% | +3.5% | +3.0% |
| 30D | -2.4% | +2.6% | -5.0% | -3.4% |
| 3M | -4.7% | +15.8% | -20.5% | -9.6% |
| 6M | +16.8% | +33.1% | -16.4% | +4.7% |
| YTD | +11.4% | +11.3% | +0.1% | +7.6% |
| 1Y | +26.2% | +1.7% | +24.5% | +26.8% |
| 3Y | +51.9% | +58.1% | -6.3% | +37.7% |
| All | +51.9% | +57.7% | -5.9% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling