+25.0%
ROK vs TRGP
+89.5%
-64.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +4.0% | -0.8% |
| 7D | 0.0% | -6.5% | +6.5% | -0.4% |
| 30D | -2.5% | -0.4% | -2.0% | -2.5% |
| 3M | 0.0% | +8.8% | -8.8% | +1.0% |
| 6M | +11.6% | +11.0% | +0.6% | +12.8% |
| YTD | +15.2% | +57.4% | -42.2% | +13.7% |
| 1Y | +25.0% | +87.9% | -62.9% | +20.8% |
| All | +25.0% | +89.5% | -64.5% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 1y: compounded portfolio wealth divided by compounded TRGP 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…
1y analysis · Full analysis span regression · 6 months rolling