+47.0%
ROK vs M
+22.2%
+24.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | +0.2% |
| 7D | +0.2% | -4.1% | +4.2% | +1.0% |
| 30D | -1.8% | -13.6% | +11.8% | +1.2% |
| 3M | -7.2% | -2.3% | -4.9% | -7.1% |
| 6M | +14.2% | +21.9% | -7.8% | +8.8% |
| YTD | +10.6% | -0.6% | +11.2% | +9.5% |
| 1Y | +25.9% | +29.7% | -3.8% | +17.4% |
| 3Y | +50.8% | +107.3% | -56.5% | +22.1% |
| 5Y | +47.0% | +20.5% | +26.6% | +29.3% |
| All | +47.0% | +22.2% | +24.8% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling