+3,955.2%
ROK vs TDY
+6,954.6%
-2,999.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.1% |
| 7D | +0.2% | -1.8% | +2.0% | +0.8% |
| 30D | -1.8% | -13.8% | +12.0% | +3.5% |
| 3M | -7.2% | -3.9% | -3.3% | -5.9% |
| 6M | +14.2% | -9.0% | +23.2% | +18.0% |
| YTD | +10.6% | +16.5% | -6.0% | +4.6% |
| 1Y | +25.9% | +9.3% | +16.6% | +21.8% |
| 3Y | +50.8% | +45.1% | +5.7% | +32.1% |
| 5Y | +47.0% | +35.0% | +12.1% | +32.1% |
| 10Y | +354.9% | +469.0% | -114.1% | +162.2% |
| All | +3,955.2% | +6,954.6% | -2,999.4% | +1,383.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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