+348.5%
ROK vs TKO
+989.7%
-641.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -1.2% | +2.3% | -3.6% | -1.8% |
| 30D | -4.8% | -2.5% | -2.3% | -4.4% |
| 3M | -6.1% | -10.6% | +4.5% | -4.2% |
| 6M | +15.5% | -5.1% | +20.5% | +16.0% |
| YTD | +11.2% | -8.2% | +19.4% | +12.4% |
| 1Y | +23.8% | -4.4% | +28.3% | +23.9% |
| 3Y | +53.1% | +100.4% | -47.2% | +29.5% |
| 5Y | +48.3% | +294.3% | -246.0% | +6.8% |
| All | +348.5% | +989.7% | -641.1% | +158.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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