+25.0%
ROK vs RUN
-53.7%
+78.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.8% | -0.7% |
| 7D | 0.0% | +18.5% | -18.4% | -2.1% |
| 30D | -2.5% | +15.5% | -18.0% | -4.4% |
| 3M | 0.0% | -20.3% | +20.3% | +2.3% |
| 6M | +11.6% | -30.8% | +42.4% | +15.5% |
| YTD | +15.2% | -52.2% | +67.4% | +21.4% |
| 1Y | +25.0% | -53.9% | +78.9% | +31.7% |
| All | +25.0% | -53.7% | +78.7% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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