+7.5%
ROK vs IRE
-97.2%
+104.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +39.6% | -40.9% | -3.4% |
| 7D | -13.8% | -27.2% | +13.3% | -13.1% |
| 30D | -14.9% | -75.1% | +60.2% | -10.6% |
| 3M | -14.7% | -77.9% | +63.2% | -10.6% |
| 6M | -17.7% | -94.6% | +76.9% | -10.6% |
| YTD | -2.5% | -91.5% | +89.1% | +1.5% |
| 1Y | +2.3% | -97.8% | +100.1% | +7.2% |
| All | +7.5% | -97.2% | +104.8% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling