+2,316.3%
ICE vs ROK
+1,079.7%
+1,236.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.7% |
| 7D | -0.7% | +0.7% | -1.3% | -1.0% |
| 30D | +7.6% | -3.3% | +10.9% | +9.2% |
| 3M | +13.9% | -5.9% | +19.8% | +15.9% |
| 6M | -2.4% | +13.9% | -16.2% | -10.8% |
| YTD | +0.3% | +12.6% | -12.3% | -8.4% |
| 1Y | -6.4% | +28.6% | -35.0% | -20.5% |
| 3Y | +43.1% | +45.1% | -2.0% | +7.0% |
| 5Y | +42.1% | +45.6% | -3.5% | +1.4% |
| 10Y | +220.9% | +345.0% | -124.1% | +2.1% |
| All | +2,316.3% | +1,079.7% | +1,236.5% | +143.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling