+15,354.0%
ROK vs IP
+364.8%
+14,989.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.4% |
| 7D | +0.7% | -5.3% | +6.0% | +3.0% |
| 30D | -3.3% | -10.9% | +7.5% | +1.4% |
| 3M | -5.9% | +11.2% | -17.0% | -11.1% |
| 6M | +13.9% | -10.2% | +24.1% | +16.7% |
| YTD | +12.6% | -2.0% | +14.6% | +10.2% |
| 1Y | +28.6% | -19.1% | +47.7% | +35.4% |
| 3Y | +45.1% | +20.9% | +24.3% | +22.6% |
| 5Y | +45.6% | -17.8% | +63.4% | +43.7% |
| 10Y | +345.0% | +23.5% | +321.5% | +255.2% |
| All | +15,354.0% | +364.8% | +14,989.2% | +5,691.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling