+191.4%
ROK vs TXG
+21.5%
+169.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.7% | -5.8% | -1.9% |
| 7D | +2.8% | +9.4% | -6.6% | +1.2% |
| 30D | -2.4% | +26.1% | -28.5% | -6.5% |
| 3M | -4.7% | +124.8% | -129.5% | -17.9% |
| 6M | +16.8% | +215.2% | -198.5% | -5.9% |
| YTD | +11.4% | +302.2% | -290.8% | -14.2% |
| 1Y | +26.2% | +370.9% | -344.8% | -6.5% |
| 3Y | +51.9% | +38.5% | +13.3% | +29.6% |
| 5Y | +46.4% | -64.4% | +110.7% | +40.2% |
| All | +191.4% | +21.5% | +169.9% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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