+48.3%
ROK vs P
+158.6%
-110.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.1% |
| 7D | +0.7% | +6.5% | -5.9% | -0.4% |
| 30D | -3.3% | +18.8% | -22.1% | -6.7% |
| 3M | -5.9% | +26.7% | -32.6% | -10.7% |
| 6M | +13.9% | +62.2% | -48.3% | +2.7% |
| YTD | +12.6% | +48.5% | -35.9% | +2.6% |
| 1Y | +28.6% | +26.4% | +2.2% | +18.2% |
| All | +48.3% | +158.6% | -110.3% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling