+348.5%
ROK vs MKTX
+5.0%
+343.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | -4.8% | +0.7% | -5.5% | -5.0% |
| 3M | -6.1% | +40.8% | -46.9% | -14.1% |
| 6M | +15.5% | -8.0% | +23.5% | +16.7% |
| YTD | +11.2% | -8.7% | +19.9% | +12.4% |
| 1Y | +23.8% | -11.8% | +35.7% | +26.0% |
| 3Y | +53.1% | -24.0% | +77.2% | +59.1% |
| 5Y | +48.3% | -60.3% | +108.6% | +76.3% |
| All | +348.5% | +5.0% | +343.5% | +275.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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