+5.0%
ROK vs HDB
-28.3%
+33.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.2% |
| 7D | -8.5% | +6.9% | -15.4% | -9.8% |
| 30D | -6.4% | +15.2% | -21.6% | -9.5% |
| 3M | -8.8% | +11.7% | -20.6% | -11.3% |
| 6M | -10.5% | +7.5% | -18.0% | -12.5% |
| YTD | +5.4% | -28.8% | +34.2% | +7.2% |
| 1Y | +5.0% | -29.1% | +34.1% | +6.5% |
| All | +5.0% | -28.3% | +33.2% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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