+61.0%
ROK vs TW
+44.1%
+16.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.5% |
| 7D | +7.1% | +3.9% | +3.2% | +6.8% |
| 30D | -5.0% | +19.9% | -24.9% | -6.2% |
| 3M | -9.4% | +25.9% | -35.3% | -10.9% |
| 6M | -11.0% | +21.1% | -32.1% | -12.1% |
| YTD | +4.4% | +23.9% | -19.5% | +2.3% |
| 1Y | +7.4% | +21.2% | -13.8% | +5.7% |
| 3Y | +61.0% | +44.8% | +16.2% | +49.9% |
| All | +61.0% | +44.1% | +16.9% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling