+153.1%
MAR vs ROK
+44.8%
+108.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | -2.1% | -1.6% | -0.5% | -1.4% |
| 30D | -5.7% | -5.4% | -0.2% | -3.4% |
| 3M | -14.6% | -4.0% | -10.7% | -13.8% |
| 6M | +1.3% | +13.3% | -12.0% | -5.3% |
| YTD | +6.7% | +9.3% | -2.6% | +0.8% |
| 1Y | +26.4% | +25.8% | +0.6% | +11.7% |
| 3Y | +64.7% | +49.1% | +15.6% | +29.8% |
| 5Y | +153.1% | +45.9% | +107.2% | +90.4% |
| All | +153.1% | +44.8% | +108.3% | +90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling