+86.4%
U vs ROK
+61.6%
+24.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -3.2% |
| 7D | +24.4% | -11.0% | +35.4% | +29.9% |
| 30D | +7.4% | -8.2% | +15.6% | +10.0% |
| 3M | +16.8% | -8.5% | +25.3% | +19.8% |
| 6M | +78.8% | -12.0% | +90.7% | +84.6% |
| YTD | +14.0% | +3.1% | +10.9% | +4.4% |
| 1Y | +16.7% | +2.9% | +13.8% | +7.2% |
| 3Y | +86.4% | +60.7% | +25.7% | +8.4% |
| All | +86.4% | +61.6% | +24.8% | +8.4% |
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