+164.4%
ROK vs TW
+206.7%
-42.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.0% |
| 7D | -1.2% | -4.5% | +3.2% | +0.1% |
| 30D | -4.8% | -2.3% | -2.5% | -4.2% |
| 3M | -6.1% | +2.6% | -8.7% | -7.6% |
| 6M | +15.5% | -17.5% | +33.0% | +21.3% |
| YTD | +11.2% | -5.3% | +16.5% | +10.7% |
| 1Y | +23.8% | -14.8% | +38.6% | +27.8% |
| 3Y | +53.1% | +18.8% | +34.3% | +35.9% |
| 5Y | +48.3% | +20.7% | +27.6% | +27.5% |
| All | +164.4% | +206.7% | -42.3% | +63.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling