-9.4%
T vs ROK
+4.1%
-13.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | +1.6% | +6.1% | -4.4% | +2.6% |
| 30D | -2.9% | -6.5% | +3.6% | -3.7% |
| 3M | -7.5% | -10.2% | +2.7% | -8.9% |
| 6M | -9.9% | -10.6% | +0.7% | -11.1% |
| YTD | -6.4% | +4.9% | -11.3% | -4.7% |
| 1Y | -9.4% | +3.8% | -13.2% | -8.1% |
| All | -9.4% | +4.1% | -13.5% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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