+32.5%
VIAV vs ROK
+18.5%
+14.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -1.1% | +12.2% | +12.0% |
| 7D | +11.3% | +2.8% | +8.5% | +8.6% |
| 30D | -1.0% | -2.4% | +1.4% | +1.3% |
| 3M | -20.5% | -4.7% | -15.8% | -18.3% |
| All | +32.5% | +18.5% | +14.0% | +13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling