+605.8%
MSCI vs ROK
+342.8%
+263.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.7% | -3.3% |
| 7D | -2.1% | +2.8% | -4.9% | -3.2% |
| 30D | -1.7% | -2.4% | +0.7% | -0.9% |
| 3M | -8.2% | -4.7% | -3.5% | -7.5% |
| 6M | -2.4% | +16.8% | -19.2% | -10.9% |
| YTD | -2.8% | +11.4% | -14.2% | -9.9% |
| 1Y | -2.7% | +26.2% | -28.8% | -15.2% |
| 3Y | +7.3% | +51.9% | -44.5% | -18.4% |
| 5Y | -11.4% | +46.4% | -57.8% | -32.9% |
| 10Y | +605.8% | +343.5% | +262.3% | +210.0% |
| All | +605.8% | +342.8% | +263.1% | +210.0% |
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