+25.0%
ROK vs TECH
+19.5%
+5.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | 0.0% | +0.1% | 0.0% | 0.0% |
| 30D | -2.5% | +0.2% | -2.7% | -2.5% |
| 3M | 0.0% | +1.0% | -1.0% | -0.2% |
| 6M | +11.6% | +33.3% | -21.7% | +5.3% |
| YTD | +15.2% | +24.2% | -9.0% | +12.1% |
| 1Y | +25.0% | +19.7% | +5.3% | +22.6% |
| All | +25.0% | +19.5% | +5.5% | +22.6% |
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