+148.6%
TE vs ROK
+29.3%
+119.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.1% |
| 7D | -4.0% | +0.7% | -4.7% | -4.5% |
| 30D | -15.9% | -3.3% | -12.6% | -13.0% |
| 3M | -60.5% | -5.9% | -54.7% | -57.9% |
| 6M | -35.2% | +13.9% | -49.1% | -41.5% |
| YTD | -31.1% | +12.6% | -43.7% | -37.6% |
| 1Y | +148.6% | +28.6% | +120.1% | +100.3% |
| All | +148.6% | +29.3% | +119.3% | +100.3% |
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