+354.9%
ROK vs THC
+1,002.8%
-647.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -1.4% |
| 7D | +0.2% | +4.1% | -3.9% | -0.6% |
| 30D | -1.8% | +3.5% | -5.3% | -2.5% |
| 3M | -7.2% | +61.7% | -68.9% | -15.5% |
| 6M | +14.2% | +11.8% | +2.3% | +10.9% |
| YTD | +10.6% | +35.4% | -24.8% | +3.2% |
| 1Y | +25.9% | +37.0% | -11.1% | +16.9% |
| 3Y | +50.8% | +260.1% | -209.3% | +13.3% |
| 5Y | +47.0% | +262.6% | -215.5% | +6.5% |
| 10Y | +354.9% | +1,039.2% | -684.3% | +148.8% |
| All | +354.9% | +1,002.8% | -647.9% | +148.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling