+2,498.9%
MAR vs ROK
+4,698.1%
-2,199.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.5% |
| 7D | -4.2% | +0.7% | -4.8% | -4.5% |
| 30D | -6.7% | -3.3% | -3.4% | -5.2% |
| 3M | -12.5% | -5.9% | -6.6% | -10.7% |
| 6M | +0.6% | +13.9% | -13.3% | -6.6% |
| YTD | +9.1% | +12.6% | -3.5% | +1.3% |
| 1Y | +26.2% | +28.6% | -2.4% | +9.4% |
| 3Y | +68.2% | +45.1% | +23.0% | +32.6% |
| 5Y | +163.9% | +45.6% | +118.3% | +102.4% |
| 10Y | +420.6% | +345.0% | +75.5% | +128.3% |
| All | +2,498.9% | +4,698.1% | -2,199.1% | +306.8% |
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