+28.6%
ROK vs SAN
+58.9%
-30.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | +0.7% | +1.8% | -1.1% | 0.0% |
| 30D | -3.3% | +2.0% | -5.3% | -4.1% |
| 3M | -5.9% | +19.7% | -25.6% | -12.6% |
| 6M | +13.9% | +30.6% | -16.8% | +2.2% |
| YTD | +12.6% | +28.8% | -16.3% | -0.4% |
| 1Y | +28.6% | +57.8% | -29.2% | +3.3% |
| All | +28.6% | +58.9% | -30.3% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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