+7.4%
ROK vs IT
-15.8%
+23.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.4% |
| 7D | +7.1% | +1.1% | +6.0% | +7.2% |
| 30D | -5.0% | -1.8% | -3.1% | -4.9% |
| 3M | -9.4% | +4.8% | -14.2% | -8.7% |
| 6M | -11.0% | +33.0% | -44.0% | -8.3% |
| YTD | +4.4% | -23.8% | +28.3% | +9.3% |
| 1Y | +7.4% | -16.5% | +23.9% | +9.8% |
| All | +7.4% | -15.8% | +23.2% | +9.8% |
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