+40.9%
TTWO vs ROK
+47.1%
-6.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.1% |
| 7D | +0.4% | -1.2% | +1.6% | +0.7% |
| 30D | -11.3% | -4.8% | -6.5% | -10.2% |
| 3M | +1.6% | -6.1% | +7.7% | +3.0% |
| 6M | +2.1% | +15.5% | -13.4% | -3.0% |
| YTD | -15.8% | +11.2% | -27.0% | -19.2% |
| 1Y | -12.6% | +23.8% | -36.4% | -18.8% |
| 3Y | +48.2% | +53.1% | -4.9% | +25.3% |
| All | +40.9% | +47.1% | -6.2% | +15.6% |
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