+25.8%
ROK vs TECH
+34.5%
-8.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | -5.4% | 0.0% | -5.5% | -5.4% |
| 3M | -4.0% | +37.4% | -41.4% | -9.5% |
| 6M | +13.3% | +36.9% | -23.5% | +5.2% |
| YTD | +9.3% | +23.1% | -13.7% | +5.8% |
| 1Y | +25.8% | +42.2% | -16.4% | +17.2% |
| All | +25.8% | +34.5% | -8.7% | +17.2% |
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