+25.0%
ROK vs UUUU
-55.1%
+80.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.5% |
| 7D | 0.0% | -14.4% | +14.4% | +1.8% |
| 30D | -2.5% | -33.6% | +31.2% | +1.8% |
| 3M | 0.0% | -44.2% | +44.2% | +6.1% |
| 6M | +11.6% | -66.8% | +78.4% | +23.9% |
| YTD | +15.2% | -50.6% | +65.8% | +19.9% |
| 1Y | +25.0% | -57.8% | +82.8% | +31.8% |
| All | +25.0% | -55.1% | +80.1% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 1y: compounded portfolio wealth divided by compounded UUUU 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…
1y analysis · Full analysis span regression · 6 months rolling