+60.7%
ROK vs SAN
+258.0%
-197.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.7% |
| 7D | -11.0% | +10.8% | -21.8% | -14.0% |
| 30D | -8.2% | -5.7% | -2.5% | -6.6% |
| 3M | -8.5% | -13.4% | +5.0% | -4.4% |
| 6M | -12.0% | +3.5% | -15.5% | -13.5% |
| YTD | +3.1% | +9.7% | -6.7% | -1.2% |
| 1Y | +2.9% | +20.9% | -18.0% | -4.3% |
| 3Y | +60.7% | +254.3% | -193.6% | +18.8% |
| All | +60.7% | +258.0% | -197.3% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling