+28.6%
ROK vs REPL
+161.1%
-132.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.3% |
| 7D | +0.7% | -3.0% | +3.7% | +0.7% |
| 30D | -3.3% | +27.1% | -30.4% | -3.3% |
| 3M | -5.9% | +52.4% | -58.2% | -6.1% |
| 6M | +13.9% | +107.4% | -93.6% | +14.4% |
| YTD | +12.6% | +54.7% | -42.2% | +13.3% |
| 1Y | +28.6% | +158.9% | -130.3% | +28.2% |
| All | +28.6% | +161.1% | -132.5% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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