+54.8%
ROK vs IP
+12.9%
+41.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -4.0% | -10.2% | -13.1% |
| 7D | -15.6% | -5.0% | -10.6% | -14.4% |
| 30D | -15.5% | +6.5% | -22.0% | -16.8% |
| 3M | -15.1% | -18.0% | +3.0% | -10.8% |
| 6M | -12.0% | +10.3% | -22.4% | -15.1% |
| YTD | -1.1% | -9.9% | +8.8% | -0.5% |
| 1Y | +6.5% | -1.1% | +7.6% | +4.4% |
| All | +54.8% | +12.9% | +41.9% | +51.5% |
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 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