+7.4%
ROK vs TAP
-7.2%
+14.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.7% | -0.5% |
| 7D | +7.1% | +1.3% | +5.8% | +7.1% |
| 30D | -5.0% | +5.7% | -10.7% | -4.7% |
| 3M | -9.4% | -1.9% | -7.5% | -9.0% |
| 6M | -11.0% | +0.9% | -11.9% | -10.6% |
| YTD | +4.4% | -9.5% | +14.0% | +5.6% |
| 1Y | +7.4% | -9.0% | +16.4% | +8.5% |
| All | +7.4% | -7.2% | +14.6% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling