+262.6%
ROK vs M
-3.0%
+265.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | -11.0% | +5.0% | -16.1% | -11.9% |
| 30D | -8.2% | +10.6% | -18.8% | -10.1% |
| 3M | -8.5% | +1.6% | -10.1% | -9.0% |
| 6M | -12.0% | +30.8% | -42.8% | -17.3% |
| YTD | +3.1% | +16.9% | -13.8% | -1.4% |
| 1Y | +2.9% | +26.3% | -23.4% | -3.3% |
| 3Y | +60.7% | +158.6% | -98.0% | +25.6% |
| 5Y | +29.5% | +2.1% | +27.4% | +15.6% |
| 10Y | +262.6% | -4.3% | +267.0% | +153.2% |
| All | +262.6% | -3.0% | +265.7% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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