+12,219.6%
ROK vs TRMB
+3,206.1%
+9,013.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.2% | -0.9% | +1.6% |
| 7D | -8.5% | +4.1% | -12.6% | -9.2% |
| 30D | -6.4% | -5.1% | -1.3% | -5.8% |
| 3M | -8.8% | -2.6% | -6.3% | -8.9% |
| 6M | -10.5% | -2.7% | -7.8% | -10.8% |
| YTD | +5.4% | -27.9% | +33.3% | +11.4% |
| 1Y | +5.0% | -29.0% | +34.0% | +11.4% |
| 3Y | +64.3% | +35.0% | +29.3% | +53.7% |
| 5Y | +34.0% | -33.9% | +67.9% | +42.8% |
| 10Y | +268.2% | +106.1% | +162.0% | +215.8% |
| All | +12,219.6% | +3,206.1% | +9,013.4% | +6,801.9% |
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 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