+21.8%
ROK vs PL
+20.8%
+1.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.4% | -11.7% | -2.6% |
| 7D | -13.8% | -6.8% | -7.0% | -13.1% |
| 30D | -14.9% | -29.3% | +14.4% | -11.5% |
| 3M | -14.7% | -44.8% | +30.1% | -8.9% |
| 6M | -17.7% | -68.4% | +50.7% | -7.5% |
| YTD | -2.5% | -36.4% | +33.9% | -1.5% |
| 1Y | +2.3% | +0.7% | +1.5% | -3.5% |
| 3Y | +52.7% | +455.3% | -402.6% | +5.0% |
| All | +21.8% | +20.8% | +1.0% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 5y: compounded portfolio wealth divided by compounded PL 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…
5y analysis · Full analysis span regression · 6 months rolling