+25.8%
ROK vs IT
-30.3%
+56.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.1% |
| 7D | -1.6% | -12.7% | +11.1% | -2.5% |
| 30D | -5.4% | -8.9% | +3.4% | -6.0% |
| 3M | -4.0% | +10.1% | -14.1% | -2.2% |
| 6M | +13.3% | +7.3% | +6.1% | +15.4% |
| YTD | +9.3% | -32.4% | +41.7% | +13.5% |
| 1Y | +25.8% | -26.6% | +52.5% | +28.9% |
| All | +25.8% | -30.3% | +56.2% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling