+12,106.5%
ROK vs TRMB
+3,157.0%
+8,949.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +7.1% | +2.8% | +4.2% | +6.5% |
| 30D | -5.0% | -5.9% | +0.9% | -4.2% |
| 3M | -9.4% | -3.3% | -6.1% | -9.2% |
| 6M | -11.0% | +1.3% | -12.3% | -12.0% |
| YTD | +4.4% | -29.0% | +33.4% | +10.8% |
| 1Y | +7.4% | -27.8% | +35.2% | +13.5% |
| 3Y | +61.0% | +36.3% | +24.7% | +50.3% |
| 5Y | +30.4% | -35.8% | +66.2% | +39.8% |
| 10Y | +264.8% | +103.1% | +161.7% | +213.9% |
| All | +12,106.5% | +3,157.0% | +8,949.5% | +6,759.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling