+857.7%
ROK vs MUB
+76.3%
+781.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.7% | -0.9% | +1.5% | +1.2% |
| 30D | -3.3% | -1.4% | -1.9% | -2.5% |
| 3M | -5.9% | -2.2% | -3.7% | -4.6% |
| 6M | +13.9% | -1.9% | +15.7% | +15.2% |
| YTD | +12.6% | -0.8% | +13.4% | +13.2% |
| 1Y | +28.6% | +2.7% | +25.9% | +26.9% |
| 3Y | +45.1% | +8.6% | +36.5% | +38.7% |
| 5Y | +45.6% | +2.0% | +43.5% | +43.5% |
| 10Y | +345.0% | +17.9% | +327.1% | +320.1% |
| All | +857.7% | +76.3% | +781.4% | +675.3% |
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