+167.7%
ROK vs TW
+221.1%
-53.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | +0.7% | -2.3% | +3.0% | +1.4% |
| 30D | -3.3% | +3.9% | -7.2% | -4.5% |
| 3M | -5.9% | +5.7% | -11.6% | -8.3% |
| 6M | +13.9% | -14.5% | +28.4% | +18.3% |
| YTD | +12.6% | -0.9% | +13.4% | +10.6% |
| 1Y | +28.6% | -13.5% | +42.1% | +32.4% |
| 3Y | +45.1% | +25.0% | +20.1% | +26.8% |
| 5Y | +45.6% | +22.7% | +22.9% | +24.8% |
| All | +167.7% | +221.1% | -53.4% | +63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling