+348.5%
ROK vs OMC
+34.2%
+314.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.2% | +1.9% |
| 7D | -1.2% | -4.4% | +3.1% | +0.6% |
| 30D | -4.8% | -7.6% | +2.8% | -1.9% |
| 3M | -6.1% | +4.5% | -10.6% | -9.2% |
| 6M | +15.5% | -0.3% | +15.7% | +13.8% |
| YTD | +11.2% | -0.1% | +11.3% | +8.1% |
| 1Y | +23.8% | +4.6% | +19.2% | +16.8% |
| 3Y | +53.1% | +10.5% | +42.7% | +37.7% |
| 5Y | +48.3% | +31.7% | +16.6% | +19.3% |
| All | +348.5% | +34.2% | +314.3% | +243.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling