+277.0%
IR vs ROK
+221.9%
+55.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.6% |
| 7D | -1.9% | +0.2% | -2.1% | -2.0% |
| 30D | -15.0% | -1.8% | -13.2% | -14.1% |
| 3M | -0.4% | -7.2% | +6.8% | +3.8% |
| 6M | -15.0% | +14.2% | -29.2% | -22.8% |
| YTD | -7.1% | +10.6% | -17.6% | -14.1% |
| 1Y | -7.5% | +25.9% | -33.4% | -21.6% |
| 3Y | +6.3% | +50.8% | -44.5% | -23.1% |
| 5Y | +37.3% | +47.0% | -9.7% | -1.6% |
| All | +277.0% | +221.9% | +55.1% | +51.4% |
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 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