+30.1%
ROK vs TW
+41.2%
-11.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.6% |
| 7D | +7.1% | +3.9% | +3.2% | +6.1% |
| 30D | -5.0% | +19.9% | -24.9% | -9.0% |
| 3M | -9.4% | +25.9% | -35.3% | -14.4% |
| 6M | -11.0% | +21.1% | -32.1% | -15.6% |
| YTD | +4.4% | +23.9% | -19.5% | -2.5% |
| 1Y | +7.4% | +21.2% | -13.8% | +1.0% |
| 3Y | +61.0% | +44.8% | +16.2% | +35.7% |
| All | +30.1% | +41.2% | -11.1% | +7.0% |
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