+1,449.9%
ROK vs MKTX
+1,445.1%
+4.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.2% | +0.3% | -0.1% | +0.1% |
| 30D | -1.8% | +1.0% | -2.8% | -2.0% |
| 3M | -7.2% | +40.8% | -48.0% | -16.5% |
| 6M | +14.2% | -10.9% | +25.0% | +15.8% |
| YTD | +10.6% | -8.6% | +19.2% | +11.1% |
| 1Y | +25.9% | -11.6% | +37.5% | +27.3% |
| 3Y | +50.8% | -24.5% | +75.3% | +55.6% |
| 5Y | +47.0% | -60.7% | +107.8% | +77.6% |
| 10Y | +354.9% | +5.1% | +349.8% | +290.7% |
| All | +1,449.9% | +1,445.1% | +4.8% | +414.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling