+340.0%
IR vs ROK
+200.1%
+139.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -2.4% |
| 7D | +1.5% | -11.0% | +12.6% | +8.4% |
| 30D | +9.0% | -8.2% | +17.2% | +14.1% |
| 3M | -0.9% | -8.5% | +7.6% | +3.7% |
| 6M | +13.4% | -12.0% | +25.4% | +20.8% |
| YTD | +8.5% | +3.1% | +5.4% | +3.8% |
| 1Y | +11.3% | +2.9% | +8.4% | +6.6% |
| 3Y | +26.0% | +60.7% | -34.7% | -13.8% |
| 5Y | +47.9% | +29.5% | +18.4% | +14.4% |
| All | +340.0% | +200.1% | +139.9% | +82.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling