+59.2%
ROK vs MULL
+2,481.0%
-2,421.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.8% |
| 7D | +2.8% | +14.0% | -11.2% | +1.5% |
| 30D | -2.4% | +24.8% | -27.2% | -4.8% |
| 3M | -4.7% | -16.1% | +11.4% | -6.8% |
| 6M | +16.8% | +330.9% | -314.1% | -7.4% |
| YTD | +11.4% | +545.0% | -533.6% | -17.5% |
| 1Y | +26.2% | +2,427.1% | -2,401.0% | -23.7% |
| All | +59.2% | +2,481.0% | -2,421.8% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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