+40.1%
W vs ROK
+48.5%
-8.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +1.5% |
| 7D | -4.2% | +0.7% | -4.9% | -4.6% |
| 30D | -7.6% | -3.3% | -4.3% | -5.2% |
| 3M | +37.2% | -5.9% | +43.0% | +40.3% |
| 6M | +26.3% | +13.9% | +12.5% | +8.3% |
| YTD | -1.0% | +12.6% | -13.6% | -14.7% |
| 1Y | +20.1% | +28.6% | -8.5% | -8.6% |
| All | +40.1% | +48.5% | -8.3% | -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 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