+10.9%
MSCI vs ROK
-15.7%
+26.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.3% |
| 7D | +2.8% | -13.8% | +16.7% | +2.2% |
| 30D | +15.4% | -14.9% | +30.4% | +14.5% |
| 3M | +13.4% | -14.7% | +28.1% | +12.3% |
| 6M | +10.9% | -17.7% | +28.6% | +10.1% |
| All | +10.9% | -15.7% | +26.6% | +10.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling