+28.6%
ROK vs OMC
+9.8%
+18.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.5% |
| 7D | +0.7% | -6.4% | +7.1% | +1.2% |
| 30D | -3.3% | +1.1% | -4.4% | -3.5% |
| 3M | -5.9% | +10.4% | -16.3% | -7.0% |
| 6M | +13.9% | -1.7% | +15.6% | +13.9% |
| YTD | +12.6% | +4.4% | +8.1% | +11.5% |
| 1Y | +28.6% | +8.4% | +20.2% | +26.9% |
| All | +28.6% | +9.8% | +18.8% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling