+25.0%
ROK vs TRI
-22.4%
+47.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.4% | -7.0% | 0.0% |
| 7D | 0.0% | +1.0% | -1.0% | +0.2% |
| 30D | -2.5% | +20.8% | -23.2% | -0.8% |
| 3M | 0.0% | +8.1% | -8.1% | +1.1% |
| 6M | +11.6% | +24.2% | -12.6% | +15.3% |
| YTD | +15.2% | -7.8% | +23.0% | +16.1% |
| 1Y | +25.0% | -16.7% | +41.7% | +25.0% |
| All | +25.0% | -22.4% | +47.4% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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