+21.8%
ROK vs THC
+274.4%
-252.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | -13.8% | +3.7% | -17.5% | -14.4% |
| 30D | -14.9% | +9.0% | -24.0% | -16.4% |
| 3M | -14.7% | +10.4% | -25.1% | -16.4% |
| 6M | -17.7% | +45.7% | -63.3% | -24.0% |
| YTD | -2.5% | +42.6% | -45.0% | -10.2% |
| 1Y | +2.3% | +38.8% | -36.5% | -5.5% |
| 3Y | +52.7% | +418.8% | -366.1% | -0.2% |
| All | +21.8% | +274.4% | -252.6% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling