+263.4%
ROK vs IP
+26.3%
+237.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.7% |
| 7D | -13.8% | -5.1% | -8.8% | -11.7% |
| 30D | -14.9% | +8.5% | -23.5% | -18.0% |
| 3M | -14.7% | -13.8% | -0.8% | -9.3% |
| 6M | -17.7% | +5.7% | -23.4% | -21.3% |
| YTD | -2.5% | -9.1% | +6.7% | -1.9% |
| 1Y | +2.3% | -0.8% | +3.1% | -1.7% |
| 3Y | +52.7% | +14.8% | +37.9% | +25.9% |
| 5Y | +20.5% | -11.5% | +32.1% | +12.6% |
| All | +263.4% | +26.3% | +237.1% | +161.5% |
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