+341.2%
ROK vs TRMB
+118.7%
+222.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.6% |
| 7D | -1.6% | -5.4% | +3.8% | +1.1% |
| 30D | -5.4% | -2.0% | -3.5% | -4.8% |
| 3M | -4.0% | +12.3% | -16.3% | -10.3% |
| 6M | +13.3% | -17.6% | +31.0% | +22.6% |
| YTD | +9.3% | -27.5% | +36.8% | +25.7% |
| 1Y | +25.8% | -29.1% | +54.9% | +45.9% |
| 3Y | +49.1% | +11.5% | +37.6% | +36.0% |
| 5Y | +45.9% | -39.5% | +85.3% | +73.8% |
| All | +341.2% | +118.7% | +222.5% | +177.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 10y: compounded portfolio wealth divided by compounded TRMB 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…
10y analysis · Full analysis span regression · 6 months rolling