+5.0%
ROK vs P
+17.1%
-12.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.4% | -2.2% | +1.5% |
| 7D | -8.5% | -4.7% | -3.8% | -7.6% |
| 30D | -6.4% | -31.4% | +25.0% | -1.4% |
| 3M | -8.8% | -2.6% | -6.2% | -8.9% |
| 6M | -10.5% | +21.9% | -32.4% | -14.7% |
| YTD | +5.4% | +58.9% | -53.5% | -3.3% |
| 1Y | +5.0% | +21.7% | -16.8% | -3.4% |
| All | +5.0% | +17.1% | -12.2% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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