+50.6%
ROK vs TENB
-30.4%
+81.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.8% | -0.2% |
| 7D | -1.6% | -7.1% | +5.5% | -0.3% |
| 30D | -5.4% | -15.4% | +9.9% | -2.9% |
| 3M | -4.0% | +19.5% | -23.5% | -9.2% |
| 6M | +13.3% | +54.8% | -41.5% | -0.6% |
| YTD | +9.3% | +36.1% | -26.8% | -0.8% |
| 1Y | +25.8% | +7.0% | +18.8% | +23.9% |
| All | +50.6% | -30.4% | +81.0% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling