+49.9%
TRV vs ROK
+25.3%
+24.6%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.5% |
| 7D | +3.9% | 0.0% | +3.9% | +3.9% |
| 30D | +13.5% | -2.5% | +15.9% | +13.3% |
| 3M | +8.9% | 0.0% | +8.9% | +8.9% |
| 6M | +36.8% | +11.6% | +25.2% | +35.9% |
| YTD | +42.7% | +15.2% | +27.5% | +41.9% |
| 1Y | +49.9% | +25.0% | +24.8% | +48.3% |
| All | +49.9% | +25.3% | +24.6% | +48.3% |
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