+792.3%
ROK vs MUB
+77.1%
+715.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | 0.0% |
| 7D | +6.1% | -0.8% | +6.9% | +6.6% |
| 30D | -6.5% | +2.4% | -8.9% | -7.8% |
| 3M | -10.2% | -1.1% | -9.1% | -9.7% |
| 6M | -10.6% | -1.0% | -9.6% | -10.1% |
| YTD | +4.9% | -0.3% | +5.2% | +5.1% |
| 1Y | +3.8% | 0.0% | +3.8% | +3.9% |
| 3Y | +63.5% | +10.2% | +53.3% | +54.9% |
| 5Y | +30.9% | +2.9% | +28.0% | +28.4% |
| 10Y | +266.4% | +21.9% | +244.4% | +243.6% |
| All | +792.3% | +77.1% | +715.2% | +619.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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