+433.8%
MAR vs ROK
+357.9%
+75.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.9% |
| 7D | -0.5% | -1.2% | +0.7% | +0.1% |
| 30D | -5.4% | -4.8% | -0.6% | -3.1% |
| 3M | -15.5% | -6.1% | -9.4% | -13.4% |
| 6M | +3.0% | +15.5% | -12.5% | -5.9% |
| YTD | +8.5% | +11.2% | -2.6% | +0.5% |
| 1Y | +26.0% | +23.8% | +2.1% | +9.6% |
| 3Y | +68.6% | +53.1% | +15.5% | +25.2% |
| 5Y | +157.4% | +48.3% | +109.1% | +87.4% |
| All | +433.8% | +357.9% | +75.9% | +129.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling