+25.9%
ROK vs TAP
-19.6%
+45.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.7% |
| 7D | +0.2% | -5.1% | +5.3% | +0.2% |
| 30D | -1.8% | -8.4% | +6.6% | -1.7% |
| 3M | -7.2% | -3.9% | -3.3% | -7.1% |
| 6M | +14.2% | -14.4% | +28.5% | +14.3% |
| YTD | +10.6% | -14.7% | +25.3% | +11.0% |
| 1Y | +25.9% | -18.7% | +44.6% | +27.8% |
| All | +25.9% | -19.6% | +45.5% | +27.8% |
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