+61.0%
ROK vs IP
+18.8%
+42.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.9% | -0.8% |
| 7D | +7.1% | -0.3% | +7.4% | +7.1% |
| 30D | -5.0% | +7.9% | -12.9% | -6.7% |
| 3M | -9.4% | -15.3% | +5.9% | -5.6% |
| 6M | -11.0% | +10.5% | -21.5% | -14.1% |
| YTD | +4.4% | -9.4% | +13.8% | +4.9% |
| 1Y | +7.4% | -4.6% | +12.0% | +6.4% |
| 3Y | +61.0% | +21.2% | +39.7% | +55.4% |
| All | +61.0% | +18.8% | +42.1% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling