+199.8%
TER vs ROK
+29.3%
+170.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.3% | +4.2% | +3.9% |
| 7D | +0.6% | +0.7% | -0.1% | -0.2% |
| 30D | -8.3% | -3.3% | -5.0% | -4.3% |
| 3M | -12.2% | -5.9% | -6.4% | -4.8% |
| 6M | +17.0% | +13.9% | +3.2% | +2.9% |
| YTD | +84.6% | +12.6% | +72.0% | +59.3% |
| 1Y | +199.8% | +28.6% | +171.2% | +127.7% |
| All | +199.8% | +29.3% | +170.5% | +127.7% |
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