+108.2%
T vs ROK
+48.7%
+59.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.3% |
| 7D | -1.5% | +2.8% | -4.3% | -1.4% |
| 30D | +7.6% | -2.4% | +10.0% | +7.5% |
| 3M | +15.3% | -4.7% | +20.0% | +15.1% |
| 6M | -8.5% | +16.8% | -25.2% | -8.4% |
| YTD | +6.8% | +11.4% | -4.6% | +6.8% |
| 1Y | -7.2% | +26.2% | -33.4% | -7.5% |
| 3Y | +108.2% | +51.9% | +56.4% | +105.1% |
| All | +108.2% | +48.7% | +59.6% | +105.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling