+2,715.8%
MSCI vs ROK
+703.9%
+2,011.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.6% |
| 7D | +2.8% | -13.8% | +16.7% | +9.8% |
| 30D | +15.4% | -14.9% | +30.4% | +23.8% |
| 3M | +13.4% | -14.7% | +28.1% | +21.1% |
| 6M | +10.9% | -17.7% | +28.6% | +18.8% |
| YTD | +13.0% | -2.5% | +15.4% | +9.6% |
| 1Y | +12.0% | +2.3% | +9.8% | +5.8% |
| 3Y | +34.1% | +52.7% | -18.6% | -2.6% |
| 5Y | +3.9% | +20.5% | -16.6% | -16.1% |
| 10Y | +802.0% | +284.0% | +518.0% | +264.0% |
| All | +2,715.8% | +703.9% | +2,011.9% | +530.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling