-3.5%
IR vs ROK
+29.3%
-32.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.5% |
| 7D | -2.8% | +0.7% | -3.5% | -3.2% |
| 30D | -15.1% | -3.3% | -11.8% | -13.5% |
| 3M | +6.1% | -5.9% | +11.9% | +8.8% |
| 6M | -16.8% | +13.9% | -30.7% | -25.1% |
| YTD | -3.5% | +12.6% | -16.1% | -13.0% |
| 1Y | -3.5% | +28.6% | -32.1% | -19.4% |
| All | -3.5% | +29.3% | -32.8% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling