+170.5%
ROK vs TENB
+1.4%
+169.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.7% |
| 7D | +2.8% | -5.0% | +7.8% | +3.9% |
| 30D | -2.4% | -7.4% | +5.0% | -1.3% |
| 3M | -4.7% | +22.3% | -27.0% | -10.4% |
| 6M | +16.8% | +60.2% | -43.4% | +1.6% |
| YTD | +11.4% | +43.2% | -31.9% | -1.0% |
| 1Y | +26.2% | +8.2% | +18.0% | +20.1% |
| 3Y | +51.9% | -23.8% | +75.6% | +54.8% |
| 5Y | +46.4% | -26.9% | +73.2% | +42.9% |
| All | +170.5% | +1.4% | +169.1% | +107.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling