+263.4%
ROK vs TAP
-46.0%
+309.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.7% | -1.5% |
| 7D | +7.1% | +1.3% | +5.8% | +6.6% |
| 30D | -5.0% | +5.7% | -10.7% | -7.0% |
| 3M | -9.4% | -1.9% | -7.5% | -9.3% |
| 6M | -11.0% | +0.9% | -11.9% | -12.4% |
| YTD | +4.4% | -9.5% | +14.0% | +6.1% |
| 1Y | +7.4% | -9.0% | +16.4% | +8.8% |
| 3Y | +61.0% | -22.2% | +83.2% | +69.2% |
| 5Y | +30.4% | +1.2% | +29.1% | +20.8% |
| All | +263.4% | -46.0% | +309.4% | +255.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling