+170.0%
ROK vs TENB
-9.4%
+179.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.0% | +7.7% | +3.0% |
| 7D | -1.2% | -12.1% | +10.8% | +1.5% |
| 30D | -4.8% | -18.6% | +13.8% | -1.1% |
| 3M | -6.1% | +12.1% | -18.2% | -10.2% |
| 6M | +15.5% | +46.8% | -31.3% | +2.3% |
| YTD | +11.2% | +28.0% | -16.8% | +1.2% |
| 1Y | +23.8% | -1.4% | +25.3% | +20.1% |
| 3Y | +53.1% | -33.9% | +87.1% | +60.9% |
| 5Y | +48.3% | -34.6% | +82.9% | +48.2% |
| All | +170.0% | -9.4% | +179.4% | +111.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling