+753.5%
ROK vs TRGP
+2,231.3%
-1,477.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | +0.7% | +0.8% | -0.1% | +0.5% |
| 30D | -3.3% | +11.5% | -14.8% | -6.2% |
| 3M | -5.9% | +9.0% | -14.9% | -8.5% |
| 6M | +13.9% | +20.5% | -6.6% | +7.4% |
| YTD | +12.6% | +59.5% | -47.0% | -1.5% |
| 1Y | +28.6% | +77.9% | -49.3% | +8.9% |
| 3Y | +45.1% | +253.6% | -208.5% | +1.6% |
| 5Y | +45.6% | +615.5% | -569.9% | -16.0% |
| 10Y | +345.0% | +897.1% | -552.1% | +95.4% |
| All | +753.5% | +2,231.3% | -1,477.7% | +103.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling