+12,877.2%
ROK vs IDXX
+53,734.7%
-40,857.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +1.7% |
| 7D | -1.2% | -5.7% | +4.5% | 0.0% |
| 30D | -4.8% | -11.5% | +6.7% | -2.3% |
| 3M | -6.1% | -9.5% | +3.4% | -4.4% |
| 6M | +15.5% | -16.0% | +31.4% | +19.4% |
| YTD | +11.2% | -25.4% | +36.6% | +17.9% |
| 1Y | +23.8% | -21.8% | +45.6% | +29.5% |
| 3Y | +53.1% | +7.0% | +46.1% | +47.1% |
| 5Y | +48.3% | -26.0% | +74.2% | +51.8% |
| 10Y | +357.4% | +358.9% | -1.6% | +223.6% |
| All | +12,877.2% | +53,734.7% | -40,857.5% | +5,267.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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