+13,057.3%
ROK vs TRMB
+3,381.2%
+9,676.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | +0.7% | -2.5% | +3.2% | +1.2% |
| 30D | -3.3% | +1.5% | -4.8% | -3.7% |
| 3M | -5.9% | +6.8% | -12.6% | -7.5% |
| 6M | +13.9% | -14.9% | +28.8% | +17.0% |
| YTD | +12.6% | -24.1% | +36.7% | +18.3% |
| 1Y | +28.6% | -25.4% | +54.0% | +35.6% |
| 3Y | +45.1% | +8.0% | +37.1% | +41.8% |
| 5Y | +45.6% | -37.3% | +82.9% | +57.3% |
| 10Y | +345.0% | +116.8% | +228.2% | +279.5% |
| All | +13,057.3% | +3,381.2% | +9,676.1% | +7,227.6% |
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