+14,048.4%
ROK vs THC
+566.8%
+13,481.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | -11.0% | +8.8% | -19.9% | -12.2% |
| 30D | -8.2% | +10.0% | -18.2% | -9.7% |
| 3M | -8.5% | +11.7% | -20.1% | -10.2% |
| 6M | -12.0% | +52.5% | -64.4% | -18.4% |
| YTD | +3.1% | +46.1% | -43.0% | -4.3% |
| 1Y | +2.9% | +49.1% | -46.2% | -5.0% |
| 3Y | +60.7% | +439.6% | -379.0% | +17.8% |
| 5Y | +29.5% | +263.2% | -233.7% | -1.8% |
| 10Y | +262.6% | +1,900.5% | -1,637.9% | +87.6% |
| All | +14,048.4% | +566.8% | +13,481.6% | +6,188.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling