+1,872.1%
T vs ROK
+15,847.2%
-13,975.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.3% |
| 7D | -1.3% | +0.7% | -2.0% | -1.4% |
| 30D | +11.4% | -3.3% | +14.7% | +12.2% |
| 3M | +14.3% | -5.9% | +20.2% | +15.3% |
| 6M | -9.3% | +13.9% | -23.1% | -13.0% |
| YTD | +7.1% | +12.6% | -5.5% | +2.5% |
| 1Y | -9.1% | +28.6% | -37.7% | -16.0% |
| 3Y | +105.3% | +45.1% | +60.2% | +78.3% |
| 5Y | +66.8% | +45.6% | +21.2% | +41.2% |
| 10Y | +66.8% | +345.0% | -278.2% | +1.5% |
| All | +1,872.1% | +15,847.2% | -13,975.1% | +313.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling