+28.6%
ROK vs TECH
+36.9%
-8.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | -3.3% | +0.7% | -4.0% | -3.4% |
| 3M | -5.9% | +36.3% | -42.2% | -11.1% |
| 6M | +13.9% | +25.6% | -11.7% | +8.9% |
| YTD | +12.6% | +23.7% | -11.1% | +8.8% |
| 1Y | +28.6% | +37.6% | -9.0% | +21.4% |
| All | +28.6% | +36.9% | -8.3% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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