+50.6%
ROK vs USHY
+27.0%
+23.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | +0.4% |
| 7D | -1.6% | -0.7% | -0.9% | +0.6% |
| 30D | -5.4% | -0.5% | -4.9% | -3.9% |
| 3M | -4.0% | +0.5% | -4.5% | -5.4% |
| 6M | +13.3% | +1.5% | +11.8% | +8.9% |
| YTD | +9.3% | +1.7% | +7.6% | +4.5% |
| 1Y | +25.8% | +3.5% | +22.3% | +14.6% |
| All | +50.6% | +27.0% | +23.6% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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