+354.9%
ROK vs TAP
-51.4%
+406.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | +0.2% | -5.1% | +5.3% | +1.9% |
| 30D | -1.8% | -8.4% | +6.6% | +1.0% |
| 3M | -7.2% | -3.9% | -3.3% | -6.6% |
| 6M | +14.2% | -14.4% | +28.5% | +19.2% |
| YTD | +10.6% | -14.7% | +25.3% | +15.1% |
| 1Y | +25.9% | -18.7% | +44.6% | +32.7% |
| 3Y | +50.8% | -32.6% | +83.4% | +67.4% |
| 5Y | +47.0% | -1.4% | +48.5% | +37.6% |
| 10Y | +354.9% | -50.4% | +405.3% | +352.3% |
| All | +354.9% | -51.4% | +406.3% | +352.3% |
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