+28.6%
ROK vs TRU
-7.3%
+35.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.9% | +7.2% | +2.0% |
| 7D | +0.7% | -6.8% | +7.4% | +1.5% |
| 30D | -3.3% | 0.0% | -3.3% | -3.4% |
| 3M | -5.9% | +13.3% | -19.2% | -8.3% |
| 6M | +13.9% | +3.4% | +10.4% | +12.4% |
| YTD | +12.6% | -6.4% | +19.0% | +12.9% |
| 1Y | +28.6% | -9.7% | +38.3% | +28.8% |
| All | +28.6% | -7.3% | +35.9% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling