+140.0%
TRV vs ROK
+48.6%
+91.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | -1.5% | -1.6% | +0.1% | -1.3% |
| 30D | -1.8% | -5.4% | +3.6% | -1.3% |
| 3M | +21.6% | -4.0% | +25.5% | +21.6% |
| 6M | +22.5% | +13.3% | +9.1% | +19.7% |
| YTD | +28.1% | +9.3% | +18.8% | +25.5% |
| 1Y | +37.0% | +25.8% | +11.2% | +31.3% |
| All | +140.0% | +48.6% | +91.4% | +117.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling