+674.0%
MRNA vs ROK
+193.2%
+480.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.7% | +4.8% |
| 7D | -1.1% | -1.2% | +0.2% | -0.6% |
| 30D | +126.1% | -4.8% | +130.9% | +129.8% |
| 3M | +190.0% | -6.1% | +196.1% | +194.2% |
| 6M | +157.2% | +15.5% | +141.7% | +142.8% |
| YTD | +388.2% | +11.2% | +377.0% | +367.1% |
| 1Y | +467.0% | +23.8% | +443.2% | +425.0% |
| 3Y | +36.1% | +53.1% | -17.0% | +16.5% |
| 5Y | -68.0% | +48.3% | -116.2% | -73.4% |
| All | +674.0% | +193.2% | +480.8% | +482.2% |
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