+9.5%
TPR vs ROK
+25.5%
-16.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.0% |
| 7D | -7.3% | +0.2% | -7.5% | -7.3% |
| 30D | -30.7% | -1.8% | -28.9% | -30.3% |
| 3M | -21.6% | -7.2% | -14.4% | -20.0% |
| 6M | -21.3% | +14.2% | -35.5% | -26.1% |
| YTD | -10.2% | +10.6% | -20.7% | -17.4% |
| 1Y | +9.5% | +25.9% | -16.4% | -8.0% |
| All | +9.5% | +25.5% | -16.0% | -8.0% |
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