+244.2%
ROK vs INVH
+79.4%
+164.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +0.2% | -2.3% | +2.5% | +1.3% |
| 30D | -1.8% | -5.7% | +3.9% | +0.9% |
| 3M | -7.2% | -4.5% | -2.7% | -5.5% |
| 6M | +14.2% | +11.0% | +3.2% | +7.8% |
| YTD | +10.6% | +3.7% | +6.9% | +7.5% |
| 1Y | +25.9% | -2.8% | +28.7% | +26.0% |
| 3Y | +50.8% | -7.1% | +57.9% | +52.0% |
| 5Y | +47.0% | -19.4% | +66.5% | +57.5% |
| All | +244.2% | +79.4% | +164.8% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 all: compounded portfolio wealth divided by compounded INVH 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…
all analysis · Full analysis span regression · 6 months rolling