+263.4%
ROK vs TECH
+187.9%
+75.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +7.1% | +0.1% | +6.9% | +7.0% |
| 30D | -5.0% | +0.5% | -5.5% | -5.1% |
| 3M | -9.4% | +1.1% | -10.5% | -9.7% |
| 6M | -11.0% | +62.8% | -73.8% | -25.3% |
| YTD | +4.4% | +24.5% | -20.0% | -5.6% |
| 1Y | +7.4% | +20.6% | -13.2% | -1.9% |
| 3Y | +61.0% | +29.5% | +31.5% | +36.5% |
| 5Y | +30.4% | -40.9% | +71.3% | +45.1% |
| All | +263.4% | +187.9% | +75.5% | +86.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling