+188.3%
ITW vs ROK
+357.9%
-169.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.5% | +0.3% |
| 7D | -0.7% | -1.2% | +0.5% | -0.1% |
| 30D | -8.3% | -4.8% | -3.5% | -6.0% |
| 3M | +6.0% | -6.1% | +12.1% | +8.7% |
| 6M | 0.0% | +15.5% | -15.5% | -8.5% |
| YTD | +10.2% | +11.2% | -0.9% | +2.2% |
| 1Y | +3.2% | +23.8% | -20.6% | -10.0% |
| 3Y | +21.0% | +53.1% | -32.1% | -10.7% |
| 5Y | +37.9% | +48.3% | -10.4% | +0.4% |
| All | +188.3% | +357.9% | -169.7% | +10.0% |
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