+4.3%
MSCI vs ROK
+29.3%
-25.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.3% |
| 7D | +0.4% | +0.7% | -0.3% | +0.4% |
| 30D | +0.6% | -3.3% | +3.9% | +0.6% |
| 3M | -7.1% | -5.9% | -1.2% | -7.2% |
| 6M | +0.8% | +13.9% | -13.0% | -2.0% |
| YTD | +1.0% | +12.6% | -11.6% | -2.2% |
| 1Y | +4.3% | +28.6% | -24.3% | -4.7% |
| All | +4.3% | +29.3% | -25.0% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling