+46.4%
ROK vs THC
+248.0%
-201.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.7% |
| 7D | +2.8% | -2.6% | +5.3% | +3.2% |
| 30D | -2.4% | -1.2% | -1.2% | -2.2% |
| 3M | -4.7% | +58.9% | -63.6% | -13.2% |
| 6M | +16.8% | +9.3% | +7.4% | +14.0% |
| YTD | +11.4% | +30.4% | -19.0% | +4.6% |
| 1Y | +26.2% | +34.6% | -8.4% | +17.2% |
| 3Y | +51.9% | +246.7% | -194.8% | +10.1% |
| 5Y | +46.4% | +244.5% | -198.2% | +3.0% |
| All | +46.4% | +248.0% | -201.6% | +3.0% |
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