-7.5%
IR vs ROK
+25.5%
-33.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -14.2% |
| 3M | -0.4% | -7.2% | +6.8% | +3.1% |
| 6M | -15.0% | +14.2% | -29.2% | -23.8% |
| YTD | -7.1% | +10.6% | -17.6% | -15.5% |
| 1Y | -7.5% | +25.9% | -33.4% | -22.7% |
| All | -7.5% | +25.5% | -33.0% | -22.7% |
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