+52.3%
ROK vs TRMB
+11.9%
+40.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.4% |
| 7D | +0.2% | -2.9% | +3.1% | +1.5% |
| 30D | -1.8% | -1.8% | 0.0% | -1.2% |
| 3M | -7.2% | +8.4% | -15.6% | -11.7% |
| 6M | +14.2% | -18.5% | +32.7% | +25.0% |
| YTD | +10.6% | -26.7% | +37.3% | +27.9% |
| 1Y | +25.9% | -28.3% | +54.2% | +46.9% |
| All | +52.3% | +11.9% | +40.4% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling