+47.4%
TER vs ROK
+4.7%
+42.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -4.8% |
| 7D | +14.4% | +7.1% | +7.3% | +5.4% |
| 30D | -30.6% | -5.0% | -25.6% | -25.8% |
| 3M | -39.2% | -9.4% | -29.8% | -30.5% |
| 6M | -31.3% | -11.0% | -20.3% | -19.0% |
| YTD | +29.1% | +4.4% | +24.6% | +19.7% |
| 1Y | +47.4% | +7.4% | +40.0% | +30.9% |
| All | +47.4% | +4.7% | +42.8% | +30.9% |
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