+1,069.3%
ROK vs GNRC
+2,077.0%
-1,007.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.1% |
| 7D | +0.2% | +3.2% | -3.0% | -0.8% |
| 30D | -1.8% | -9.5% | +7.7% | +1.1% |
| 3M | -7.2% | -28.5% | +21.4% | +1.9% |
| 6M | +14.2% | -10.0% | +24.1% | +15.7% |
| YTD | +10.6% | +36.7% | -26.2% | -2.6% |
| 1Y | +25.9% | +2.6% | +23.3% | +20.2% |
| 3Y | +50.8% | +61.9% | -11.1% | +21.2% |
| 5Y | +47.0% | -59.0% | +106.1% | +65.6% |
| 10Y | +354.9% | +444.8% | -89.9% | +102.4% |
| All | +1,069.3% | +2,077.0% | -1,007.6% | +179.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 all: compounded portfolio wealth divided by compounded GNRC 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…
all analysis · Full analysis span regression · 6 months rolling