+42.1%
U vs ROK
+4.7%
+37.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.7% | +5.3% |
| 7D | +2.6% | +7.1% | -4.5% | +1.6% |
| 30D | +27.6% | -5.0% | +32.5% | +26.5% |
| 3M | +15.3% | -9.4% | +24.7% | +16.4% |
| 6M | +96.4% | -11.0% | +107.4% | +96.2% |
| YTD | +19.6% | +4.4% | +15.1% | +10.3% |
| 1Y | +42.1% | +7.4% | +34.7% | +28.2% |
| All | +42.1% | +4.7% | +37.4% | +28.2% |
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