+348.5%
ROK vs SBAC
+87.1%
+261.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.6% | +1.1% |
| 7D | -1.2% | -2.1% | +0.8% | -0.7% |
| 30D | -4.8% | +2.0% | -6.8% | -5.4% |
| 3M | -6.1% | -8.3% | +2.2% | -4.3% |
| 6M | +15.5% | +0.3% | +15.2% | +13.3% |
| YTD | +11.2% | -2.2% | +13.4% | +9.5% |
| 1Y | +23.8% | -4.6% | +28.5% | +22.9% |
| 3Y | +53.1% | -8.3% | +61.4% | +49.2% |
| 5Y | +48.3% | -42.8% | +91.1% | +70.2% |
| All | +348.5% | +87.1% | +261.4% | +294.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling