+14,370.1%
ROK vs TECH
+101,570.6%
-87,200.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | -8.5% | +0.1% | -8.6% | -8.5% |
| 30D | -6.4% | +0.3% | -6.7% | -6.5% |
| 3M | -8.8% | +1.0% | -9.9% | -9.0% |
| 6M | -10.5% | +54.0% | -64.5% | -17.8% |
| YTD | +5.4% | +24.3% | -18.9% | -0.1% |
| 1Y | +5.0% | +23.7% | -18.7% | -0.5% |
| 3Y | +64.3% | +28.5% | +35.9% | +52.4% |
| 5Y | +34.0% | -41.2% | +75.2% | +41.1% |
| 10Y | +268.2% | +189.2% | +79.0% | +195.3% |
| All | +14,370.1% | +101,570.6% | -87,200.5% | +7,607.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling