+256.1%
TPR vs ROK
+19.3%
+236.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.3% | -0.4% |
| 7D | +14.2% | -13.8% | +28.0% | +20.9% |
| 30D | +17.1% | -14.9% | +32.0% | +24.6% |
| 3M | -17.7% | -14.7% | -3.1% | -12.7% |
| 6M | -10.2% | -17.7% | +7.5% | -3.7% |
| YTD | +4.9% | -2.5% | +7.4% | +1.8% |
| 1Y | +36.1% | +2.3% | +33.9% | +28.7% |
| 3Y | +416.5% | +52.7% | +363.7% | +271.1% |
| All | +256.1% | +19.3% | +236.8% | +171.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling