+9.1%
IR vs ROK
+25.3%
-16.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.1% |
| 7D | +11.6% | 0.0% | +11.6% | +11.6% |
| 30D | +7.2% | -2.5% | +9.6% | +8.7% |
| 3M | -5.9% | 0.0% | -5.9% | -6.0% |
| 6M | +11.5% | +11.6% | -0.1% | +2.1% |
| YTD | +6.3% | +15.2% | -8.9% | -5.4% |
| 1Y | +9.1% | +25.0% | -15.9% | -5.7% |
| All | +9.1% | +25.3% | -16.2% | -5.7% |
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 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