+14,370.1%
ROK vs SAN
+1,775.7%
+12,594.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.5% |
| 7D | -8.5% | +3.4% | -11.9% | -9.6% |
| 30D | -6.4% | -6.3% | -0.1% | -4.4% |
| 3M | -8.8% | -14.1% | +5.3% | -4.1% |
| 6M | -10.5% | +4.2% | -14.7% | -12.4% |
| YTD | +5.4% | +9.0% | -3.6% | +0.7% |
| 1Y | +5.0% | +18.8% | -13.8% | -2.8% |
| 3Y | +64.3% | +252.0% | -187.7% | +0.1% |
| 5Y | +34.0% | +299.5% | -265.5% | -24.8% |
| 10Y | +268.2% | +276.7% | -8.5% | +98.2% |
| All | +14,370.1% | +1,775.7% | +12,594.3% | +4,944.1% |
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