+5,906.0%
TGT vs ROK
+15,389.9%
-9,483.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | -5.0% | -1.6% | -3.4% | -4.5% |
| 30D | +3.0% | -5.4% | +8.5% | +5.0% |
| 3M | +22.6% | -4.0% | +26.6% | +23.6% |
| 6M | +31.2% | +13.3% | +17.9% | +24.1% |
| YTD | +63.7% | +9.3% | +54.4% | +56.2% |
| 1Y | +78.5% | +25.8% | +52.7% | +61.9% |
| 3Y | +40.5% | +49.1% | -8.6% | +17.1% |
| 5Y | -25.6% | +45.9% | -71.4% | -38.5% |
| 10Y | +204.7% | +349.9% | -145.2% | +61.0% |
| All | +5,906.0% | +15,389.9% | -9,483.9% | +801.1% |
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 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