+15,689.5%
MA vs ROK
+798.3%
+14,891.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | -1.2% |
| 7D | -0.3% | -11.5% | +11.2% | +4.9% |
| 30D | +11.3% | -10.0% | +21.3% | +16.0% |
| 3M | +16.7% | -11.4% | +28.1% | +22.2% |
| 6M | +32.8% | -13.7% | +46.5% | +39.2% |
| YTD | +15.6% | +1.0% | +14.6% | +10.7% |
| 1Y | +19.6% | +5.6% | +13.9% | +11.8% |
| 3Y | +72.1% | +59.1% | +13.0% | +23.8% |
| 5Y | +96.0% | +26.1% | +69.9% | +53.7% |
| 10Y | +554.8% | +266.4% | +288.3% | +177.5% |
| All | +15,689.5% | +798.3% | +14,891.2% | +3,195.9% |
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