+51.9%
ROK vs SAN
+356.8%
-304.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | +2.8% | +3.3% | -0.6% | +1.7% |
| 30D | -2.4% | +1.1% | -3.5% | -2.8% |
| 3M | -4.7% | +22.2% | -26.9% | -10.9% |
| 6M | +16.8% | +36.0% | -19.3% | +5.6% |
| YTD | +11.4% | +28.2% | -16.9% | +1.9% |
| 1Y | +26.2% | +54.1% | -28.0% | +9.1% |
| 3Y | +51.9% | +354.2% | -302.4% | +0.5% |
| All | +51.9% | +356.8% | -304.9% | +0.5% |
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 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