+45.9%
ROK vs TRGP
+627.0%
-581.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -1.6% | -0.6% | -1.1% | -1.5% |
| 30D | -5.4% | +10.0% | -15.4% | -8.2% |
| 3M | -4.0% | +7.6% | -11.6% | -6.6% |
| 6M | +13.3% | +26.8% | -13.4% | +3.9% |
| YTD | +9.3% | +60.6% | -51.2% | -7.6% |
| 1Y | +25.8% | +82.5% | -56.7% | +1.1% |
| 3Y | +49.1% | +265.0% | -215.9% | -7.5% |
| 5Y | +45.9% | +645.9% | -600.0% | -27.9% |
| All | +45.9% | +627.0% | -581.1% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling