+13.5%
U vs ROK
+48.7%
-35.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +3.3% |
| 7D | +4.5% | +2.8% | +1.7% | +2.6% |
| 30D | -0.6% | -2.4% | +1.8% | +0.8% |
| 3M | +48.4% | -4.7% | +53.1% | +50.4% |
| 6M | +115.4% | +16.8% | +98.6% | +85.7% |
| YTD | -3.2% | +11.4% | -14.6% | -13.1% |
| 1Y | -6.0% | +26.2% | -32.2% | -22.7% |
| 3Y | +13.5% | +51.9% | -38.4% | -23.9% |
| All | +13.5% | +48.7% | -35.2% | -23.9% |
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