+13,824.1%
MA vs ROK
+900.8%
+12,923.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.7% |
| 7D | -2.7% | +0.7% | -3.4% | -3.0% |
| 30D | +1.5% | -3.3% | +4.8% | +3.0% |
| 3M | +20.4% | -5.9% | +26.3% | +22.6% |
| 6M | +11.1% | +13.9% | -2.7% | +2.1% |
| YTD | +2.0% | +12.6% | -10.6% | -6.4% |
| 1Y | -2.2% | +28.6% | -30.7% | -16.1% |
| 3Y | +41.9% | +45.1% | -3.2% | +8.3% |
| 5Y | +75.4% | +45.6% | +29.8% | +29.0% |
| 10Y | +527.5% | +345.0% | +182.5% | +143.3% |
| All | +13,824.1% | +900.8% | +12,923.3% | +2,689.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling