+25.0%
ROK vs SBAC
+2.4%
+22.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.8% | -6.4% | 0.0% |
| 7D | 0.0% | +5.8% | -5.8% | +0.6% |
| 30D | -2.5% | +20.8% | -23.3% | -0.7% |
| 3M | 0.0% | +4.8% | -4.7% | +0.7% |
| 6M | +11.6% | -9.1% | +20.7% | +13.5% |
| YTD | +15.2% | +3.1% | +12.1% | +18.5% |
| 1Y | +25.0% | +2.2% | +22.8% | +29.7% |
| All | +25.0% | +2.4% | +22.6% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling