+2,644.2%
ROK vs MOH
+1,330.6%
+1,313.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.3% | -1.8% |
| 7D | -1.6% | -1.3% | -0.3% | -1.4% |
| 30D | -5.4% | +3.0% | -8.4% | -6.1% |
| 3M | -4.0% | +1.2% | -5.2% | -4.7% |
| 6M | +13.3% | +41.7% | -28.4% | +4.2% |
| YTD | +9.3% | +15.4% | -6.1% | +3.4% |
| 1Y | +25.8% | +11.8% | +14.0% | +18.6% |
| 3Y | +49.1% | -37.5% | +86.6% | +52.1% |
| 5Y | +45.9% | -20.6% | +66.5% | +38.7% |
| 10Y | +349.9% | +255.8% | +94.1% | +182.0% |
| All | +2,644.2% | +1,330.6% | +1,313.6% | +1,036.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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