+218.9%
ROK vs MGY
+210.4%
+8.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -1.2% | +3.5% | -4.8% | -2.1% |
| 30D | -4.8% | +5.3% | -10.1% | -6.1% |
| 3M | -6.1% | +2.6% | -8.7% | -7.2% |
| 6M | +15.5% | -3.3% | +18.8% | +14.8% |
| YTD | +11.2% | +29.2% | -18.0% | +2.4% |
| 1Y | +23.8% | +18.0% | +5.8% | +16.4% |
| 3Y | +53.1% | +30.0% | +23.1% | +38.6% |
| 5Y | +48.3% | +92.7% | -44.4% | +16.2% |
| All | +218.9% | +210.4% | +8.5% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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