+47.0%
ROK vs SAN
+384.1%
-337.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | +0.2% | -0.5% | +0.6% | +0.3% |
| 30D | -1.8% | -0.1% | -1.7% | -1.8% |
| 3M | -7.2% | +19.6% | -26.8% | -12.7% |
| 6M | +14.2% | +32.7% | -18.5% | +3.7% |
| YTD | +10.6% | +26.7% | -16.1% | +1.4% |
| 1Y | +25.9% | +51.6% | -25.7% | +8.9% |
| 3Y | +50.8% | +348.7% | -298.0% | -9.1% |
| 5Y | +47.0% | +378.7% | -331.7% | -20.5% |
| All | +47.0% | +384.1% | -337.0% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling