+15,354.0%
ROK vs TAP
+825.0%
+14,529.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +0.7% | -2.3% | +3.0% | +1.2% |
| 30D | -3.3% | -2.1% | -1.2% | -2.9% |
| 3M | -5.9% | +6.6% | -12.5% | -7.6% |
| 6M | +13.9% | -11.5% | +25.4% | +16.4% |
| YTD | +12.6% | -10.3% | +22.8% | +14.5% |
| 1Y | +28.6% | -14.4% | +43.0% | +31.8% |
| 3Y | +45.1% | -28.3% | +73.4% | +53.5% |
| 5Y | +45.6% | +1.7% | +43.9% | +40.6% |
| 10Y | +345.0% | -49.2% | +394.3% | +382.4% |
| All | +15,354.0% | +825.0% | +14,529.0% | +10,173.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling