+13.9%
ROK vs Q
+80.0%
-66.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +1.5% |
| 7D | -8.5% | +6.6% | -15.0% | -10.2% |
| 30D | -6.4% | +2.7% | -9.1% | -7.3% |
| 3M | -8.8% | -8.4% | -0.5% | -6.9% |
| 6M | -10.5% | -17.3% | +6.8% | -6.7% |
| YTD | +5.4% | +55.3% | -49.9% | -7.6% |
| 1Y | +5.0% | +31.5% | -26.5% | -4.7% |
| All | +13.9% | +80.0% | -66.1% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling