+45.9%
ROK vs TW
+19.6%
+26.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -1.6% | -2.7% | +1.1% | -0.9% |
| 30D | -5.4% | -1.7% | -3.7% | -5.1% |
| 3M | -4.0% | +1.6% | -5.6% | -5.0% |
| 6M | +13.3% | -17.7% | +31.0% | +18.9% |
| YTD | +9.3% | -4.3% | +13.7% | +8.7% |
| 1Y | +25.8% | -13.1% | +38.9% | +29.2% |
| 3Y | +49.1% | +20.3% | +28.8% | +29.3% |
| 5Y | +45.9% | +22.0% | +23.9% | +20.7% |
| All | +45.9% | +19.6% | +26.2% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling