+48,339.6%
TSCO vs ROK
+7,228.3%
+41,111.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -2.9% | -3.5% |
| 7D | -2.5% | +0.2% | -2.6% | -2.5% |
| 30D | -1.1% | -1.8% | +0.7% | -0.6% |
| 3M | +14.3% | -7.2% | +21.5% | +16.1% |
| 6M | -31.9% | +14.2% | -46.0% | -35.0% |
| YTD | -30.7% | +10.6% | -41.3% | -33.4% |
| 1Y | -41.1% | +25.9% | -67.0% | -45.6% |
| 3Y | -17.1% | +50.8% | -67.9% | -29.1% |
| 5Y | -7.5% | +47.0% | -54.6% | -21.7% |
| 10Y | +192.6% | +354.9% | -162.3% | +73.5% |
| All | +48,339.6% | +7,228.3% | +41,111.3% | +7,754.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling