+262.6%
ROK vs IP
+24.7%
+237.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.5% |
| 7D | -11.0% | 0.0% | -11.1% | -10.8% |
| 30D | -8.2% | +9.4% | -17.6% | -11.8% |
| 3M | -8.5% | -14.1% | +5.6% | -2.6% |
| 6M | -12.0% | +9.2% | -21.1% | -17.0% |
| YTD | +3.1% | -7.5% | +10.6% | +2.8% |
| 1Y | +2.9% | -2.8% | +5.7% | 0.0% |
| 3Y | +60.7% | +21.2% | +39.4% | +28.7% |
| 5Y | +29.5% | -11.5% | +41.0% | +21.2% |
| 10Y | +262.6% | +23.7% | +238.9% | +167.5% |
| All | +262.6% | +24.7% | +237.9% | +167.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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