+13,289.6%
ROK vs THC
+550.9%
+12,738.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.2% |
| 3M | -14.7% | +10.4% | -25.1% | -16.2% |
| 6M | -17.7% | +45.7% | -63.3% | -23.2% |
| YTD | -2.5% | +42.6% | -45.0% | -9.1% |
| 1Y | +2.3% | +38.8% | -36.5% | -4.5% |
| 3Y | +52.7% | +418.8% | -366.1% | +12.7% |
| 5Y | +20.5% | +275.7% | -255.1% | -9.1% |
| 10Y | +284.0% | +1,496.2% | -1,212.2% | +103.9% |
| All | +13,289.6% | +550.9% | +12,738.7% | +5,874.2% |
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