+13.6%
ROK vs IRE
-97.7%
+111.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -15.8% | +17.8% | +2.8% |
| 7D | -11.0% | -41.9% | +30.9% | -9.2% |
| 30D | -8.2% | -75.1% | +66.9% | -3.4% |
| 3M | -8.5% | -82.4% | +73.9% | -3.0% |
| 6M | -12.0% | -95.5% | +83.6% | -3.5% |
| YTD | +3.1% | -93.1% | +96.1% | +8.2% |
| 1Y | +2.9% | -97.8% | +100.7% | +8.6% |
| All | +13.6% | -97.7% | +111.4% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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