+779.7%
MSCI vs ROK
+277.6%
+502.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.7% | -0.6% |
| 7D | +1.5% | -11.5% | +13.0% | +6.2% |
| 30D | +14.4% | -10.0% | +24.4% | +18.7% |
| 3M | +15.2% | -11.4% | +26.6% | +20.0% |
| 6M | +11.2% | -13.7% | +24.9% | +15.7% |
| YTD | +13.9% | +1.0% | +12.9% | +9.0% |
| 1Y | +12.5% | +5.6% | +6.9% | +5.2% |
| 3Y | +32.3% | +59.1% | -26.8% | -3.5% |
| 5Y | +4.9% | +26.1% | -21.3% | -15.8% |
| 10Y | +779.7% | +266.4% | +513.3% | +360.5% |
| All | +779.7% | +277.6% | +502.1% | +360.5% |
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