+264.9%
ROK vs TECH
+187.7%
+77.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | +6.1% | +0.2% | +5.8% | +6.0% |
| 30D | -6.5% | +0.5% | -7.0% | -6.6% |
| 3M | -10.2% | +1.0% | -11.1% | -10.5% |
| 6M | -10.6% | +54.1% | -64.7% | -23.6% |
| YTD | +4.9% | +24.4% | -19.5% | -5.2% |
| 1Y | +3.8% | +19.3% | -15.5% | -4.8% |
| 3Y | +63.5% | +28.5% | +35.0% | +39.0% |
| 5Y | +30.9% | -41.0% | +71.9% | +45.7% |
| All | +264.9% | +187.7% | +77.2% | +87.5% |
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