+59.1%
ROK vs TAP
-24.9%
+84.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +3.7% |
| 7D | -11.5% | -7.8% | -3.7% | -10.6% |
| 30D | -10.0% | +7.1% | -17.1% | -10.8% |
| 3M | -11.4% | -7.0% | -4.4% | -10.6% |
| 6M | -13.7% | -3.8% | -9.9% | -13.4% |
| YTD | +1.0% | -11.7% | +12.7% | +2.5% |
| 1Y | +5.6% | -10.1% | +15.8% | +6.6% |
| 3Y | +59.1% | -23.7% | +82.8% | +61.5% |
| All | +59.1% | -24.9% | +84.0% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling