+33.1%
MA vs ROK
-15.7%
+48.8%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.5% |
| 7D | +2.3% | -13.8% | +16.1% | +2.6% |
| 30D | +14.7% | -14.9% | +29.6% | +15.0% |
| 3M | +13.5% | -14.7% | +28.2% | +13.7% |
| 6M | +33.1% | -17.7% | +50.8% | +33.3% |
| All | +33.1% | -15.7% | +48.8% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 6mo: compounded portfolio wealth divided by compounded ROK 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…
6mo analysis · Full analysis span regression · 6 months rolling