+28.6%
ROK vs TW
-15.9%
+44.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.4% |
| 7D | +0.7% | -2.3% | +3.0% | +0.4% |
| 30D | -3.3% | +3.9% | -7.2% | -2.8% |
| 3M | -5.9% | +5.7% | -11.6% | -5.2% |
| 6M | +13.9% | -14.5% | +28.4% | +14.1% |
| YTD | +12.6% | -0.9% | +13.4% | +14.3% |
| 1Y | +28.6% | -13.5% | +42.1% | +32.7% |
| All | +28.6% | -15.9% | +44.5% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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