+341.2%
ROK vs SAN
+347.0%
-5.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -1.6% | -2.8% | +1.2% | -0.5% |
| 30D | -5.4% | -0.5% | -4.9% | -5.3% |
| 3M | -4.0% | +22.7% | -26.7% | -11.5% |
| 6M | +13.3% | +28.8% | -15.4% | +2.3% |
| YTD | +9.3% | +26.3% | -16.9% | -1.2% |
| 1Y | +25.8% | +48.8% | -23.0% | +6.4% |
| 3Y | +49.1% | +347.2% | -298.1% | -20.5% |
| 5Y | +45.9% | +383.8% | -337.9% | -28.0% |
| All | +341.2% | +347.0% | -5.8% | +113.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling