+15,354.0%
ROK vs OMC
+6,006.3%
+9,347.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +2.4% |
| 7D | +0.7% | -6.4% | +7.1% | +3.5% |
| 30D | -3.3% | +1.1% | -4.4% | -4.1% |
| 3M | -5.9% | +10.4% | -16.3% | -11.1% |
| 6M | +13.9% | -1.7% | +15.6% | +13.0% |
| YTD | +12.6% | +4.4% | +8.1% | +7.2% |
| 1Y | +28.6% | +8.4% | +20.2% | +19.5% |
| 3Y | +45.1% | +14.4% | +30.7% | +29.5% |
| 5Y | +45.6% | +33.9% | +11.7% | +18.6% |
| 10Y | +345.0% | +34.9% | +310.2% | +245.2% |
| All | +15,354.0% | +6,006.3% | +9,347.8% | +4,008.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling