+14,048.4%
ROK vs SAN
+1,787.7%
+12,260.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.7% |
| 7D | -11.0% | +10.8% | -21.8% | -14.3% |
| 30D | -8.2% | -5.7% | -2.5% | -6.4% |
| 3M | -8.5% | -13.4% | +5.0% | -4.0% |
| 6M | -12.0% | +3.5% | -15.5% | -13.7% |
| YTD | +3.1% | +9.7% | -6.7% | -1.8% |
| 1Y | +2.9% | +20.9% | -18.0% | -5.4% |
| 3Y | +60.7% | +254.3% | -193.6% | -2.4% |
| 5Y | +29.5% | +304.2% | -274.7% | -27.6% |
| 10Y | +262.6% | +260.2% | +2.4% | +98.2% |
| All | +14,048.4% | +1,787.7% | +12,260.6% | +4,820.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling