+213.6%
ROK vs MGY
+209.8%
+3.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -1.6% | +1.8% | -3.4% | -2.1% |
| 30D | -5.4% | +6.5% | -11.9% | -7.0% |
| 3M | -4.0% | +0.3% | -4.3% | -4.6% |
| 6M | +13.3% | -2.4% | +15.7% | +12.4% |
| YTD | +9.3% | +29.0% | -19.6% | +0.7% |
| 1Y | +25.8% | +17.0% | +8.8% | +18.5% |
| 3Y | +49.1% | +26.2% | +23.0% | +35.9% |
| 5Y | +45.9% | +92.3% | -46.5% | +14.3% |
| All | +213.6% | +209.8% | +3.8% | +96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling