+28.6%
ROK vs TENB
+11.6%
+17.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | +0.7% | -9.1% | +9.8% | +1.1% |
| 30D | -3.3% | -4.9% | +1.5% | -3.2% |
| 3M | -5.9% | +16.9% | -22.8% | -6.3% |
| 6M | +13.9% | +68.0% | -54.1% | +11.1% |
| YTD | +12.6% | +45.6% | -33.0% | +12.7% |
| 1Y | +28.6% | +12.7% | +15.9% | +37.6% |
| All | +28.6% | +11.6% | +17.0% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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