+25.0%
ROK vs THC
+46.1%
-21.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.6% | -10.1% | -0.8% |
| 7D | 0.0% | +8.8% | -8.8% | -0.2% |
| 30D | -2.5% | +12.6% | -15.1% | -2.9% |
| 3M | 0.0% | +15.4% | -15.4% | -0.5% |
| 6M | +11.6% | +57.7% | -46.1% | +9.3% |
| YTD | +15.2% | +47.1% | -31.9% | +13.9% |
| 1Y | +25.0% | +40.7% | -15.7% | +23.8% |
| All | +25.0% | +46.1% | -21.1% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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