+77.7%
ROK vs PL
+84.9%
-7.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.5% | +1.4% |
| 7D | +0.7% | -9.3% | +10.0% | +1.8% |
| 30D | -3.3% | -18.9% | +15.6% | -1.0% |
| 3M | -5.9% | -58.4% | +52.5% | +3.1% |
| 6M | +13.9% | -30.3% | +44.2% | +15.3% |
| YTD | +12.6% | -8.1% | +20.7% | +9.3% |
| 1Y | +28.6% | +180.5% | -151.9% | +5.2% |
| 3Y | +45.1% | +444.1% | -399.0% | +0.2% |
| 5Y | +45.6% | +83.0% | -37.5% | +5.2% |
| All | +77.7% | +84.9% | -7.2% | +28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling