+34.1%
MSCI vs ROK
+49.7%
-15.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.0% |
| 7D | +2.8% | -13.8% | +16.7% | +5.3% |
| 30D | +15.4% | -14.9% | +30.4% | +18.4% |
| 3M | +13.4% | -14.7% | +28.1% | +16.2% |
| 6M | +10.9% | -17.7% | +28.6% | +13.7% |
| YTD | +13.0% | -2.5% | +15.4% | +10.7% |
| 1Y | +12.0% | +2.3% | +9.8% | +8.3% |
| 3Y | +34.1% | +52.7% | -18.6% | +12.7% |
| All | +34.1% | +49.7% | -15.6% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling