+234.9%
TPR vs ROK
+30.4%
+204.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | 0.0% |
| 7D | -0.3% | +7.1% | -7.4% | -3.5% |
| 30D | +15.1% | -5.0% | +20.1% | +16.2% |
| 3M | +3.5% | -9.4% | +12.9% | +6.8% |
| 6M | +0.4% | -11.0% | +11.4% | +3.6% |
| YTD | +4.6% | +4.4% | +0.2% | -1.7% |
| 1Y | +33.1% | +7.4% | +25.7% | +23.1% |
| 3Y | +396.0% | +61.0% | +335.0% | +247.5% |
| All | +234.9% | +30.4% | +204.5% | +156.0% |
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 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