+23.8%
ROK vs TRGP
+82.5%
-58.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.2% | +1.6% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -4.8% | +8.0% | -12.8% | -4.4% |
| 3M | -6.1% | +8.3% | -14.3% | -5.7% |
| 6M | +15.5% | +23.9% | -8.4% | +14.7% |
| YTD | +11.2% | +59.6% | -48.5% | +7.1% |
| 1Y | +23.8% | +79.4% | -55.6% | +16.3% |
| All | +23.8% | +82.5% | -58.6% | +16.3% |
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