+25.0%
ROK vs Q
+19.7%
+5.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | 0.0% | -3.3% | +3.3% | +1.0% |
| 30D | -2.5% | -9.7% | +7.2% | +0.3% |
| 3M | 0.0% | -16.1% | +16.1% | +4.8% |
| 6M | +11.6% | -15.7% | +27.3% | +15.6% |
| YTD | +15.2% | +45.7% | -30.5% | +1.7% |
| 1Y | +25.0% | +18.0% | +7.0% | +17.3% |
| All | +25.0% | +19.7% | +5.3% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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