+2.9%
ROK vs PR
+67.7%
-64.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +2.0% |
| 7D | -11.0% | -9.5% | -1.5% | -11.6% |
| 30D | -8.2% | -5.7% | -2.5% | -8.4% |
| 3M | -8.5% | +3.0% | -11.4% | -7.8% |
| 6M | -12.0% | +11.8% | -23.8% | -10.2% |
| YTD | +3.1% | +58.5% | -55.4% | -0.6% |
| 1Y | +2.9% | +69.9% | -67.0% | -2.9% |
| All | +2.9% | +67.7% | -64.9% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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