+3,404.1%
ROK vs TRI
+507.2%
+2,896.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | +0.2% |
| 7D | +0.2% | -8.4% | +8.6% | +4.3% |
| 30D | -1.8% | -6.5% | +4.7% | +0.7% |
| 3M | -7.2% | +18.6% | -25.8% | -19.0% |
| 6M | +14.2% | -10.4% | +24.6% | +13.2% |
| YTD | +10.6% | -23.7% | +34.3% | +17.5% |
| 1Y | +25.9% | -42.5% | +68.4% | +57.5% |
| 3Y | +50.8% | -19.3% | +70.1% | +49.1% |
| 5Y | +47.0% | -9.7% | +56.7% | +34.4% |
| 10Y | +354.9% | +194.4% | +160.5% | +91.6% |
| All | +3,404.1% | +507.2% | +2,896.9% | +727.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling