+28.6%
ROK vs S
+10.1%
+18.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | +0.7% | -7.7% | +8.4% | +1.3% |
| 30D | -3.3% | -5.3% | +2.0% | -3.1% |
| 3M | -5.9% | +20.3% | -26.1% | -8.2% |
| 6M | +13.9% | +47.4% | -33.5% | +6.8% |
| YTD | +12.6% | +32.5% | -20.0% | +6.6% |
| 1Y | +28.6% | +9.5% | +19.1% | +25.5% |
| All | +28.6% | +10.1% | +18.5% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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