+23.8%
ROK vs TRU
-13.7%
+37.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.6% |
| 7D | -1.2% | -2.7% | +1.5% | -0.9% |
| 30D | -4.8% | -2.0% | -2.8% | -4.7% |
| 3M | -6.1% | +18.4% | -24.5% | -9.3% |
| 6M | +15.5% | +8.9% | +6.6% | +12.9% |
| YTD | +11.2% | -8.9% | +20.1% | +11.6% |
| 1Y | +23.8% | -15.9% | +39.7% | +23.5% |
| All | +23.8% | -13.7% | +37.5% | +23.5% |
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