+47.0%
ROK vs OMC
+29.1%
+18.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +0.5% |
| 7D | +0.2% | -4.2% | +4.4% | +1.6% |
| 30D | -1.8% | -7.5% | +5.7% | +0.7% |
| 3M | -7.2% | +4.6% | -11.8% | -9.9% |
| 6M | +14.2% | -4.8% | +19.0% | +14.9% |
| YTD | +10.6% | -1.0% | +11.6% | +8.6% |
| 1Y | +25.9% | +3.8% | +22.1% | +20.2% |
| 3Y | +50.8% | +10.2% | +40.6% | +36.4% |
| 5Y | +47.0% | +29.7% | +17.3% | +22.1% |
| All | +47.0% | +29.1% | +18.0% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling