+47.0%
ROK vs IT
-45.7%
+92.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.3% |
| 7D | +0.2% | -9.1% | +9.3% | +2.4% |
| 30D | -1.8% | -12.2% | +10.4% | +1.0% |
| 3M | -7.2% | +7.8% | -15.0% | -11.3% |
| 6M | +14.2% | +2.0% | +12.2% | +9.8% |
| YTD | +10.6% | -32.7% | +43.3% | +23.8% |
| 1Y | +25.9% | -31.1% | +57.0% | +37.9% |
| 3Y | +50.8% | -52.1% | +102.9% | +89.8% |
| 5Y | +47.0% | -46.3% | +93.3% | +67.9% |
| All | +47.0% | -45.7% | +92.7% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling