+30.1%
ROK vs SBAC
-39.6%
+69.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | +7.1% | +0.6% | +6.5% | +7.0% |
| 30D | -5.0% | +5.5% | -10.4% | -5.9% |
| 3M | -9.4% | +3.1% | -12.5% | -10.0% |
| 6M | -11.0% | -7.0% | -4.0% | -10.1% |
| YTD | +4.4% | +0.5% | +3.9% | +3.0% |
| 1Y | +7.4% | +0.2% | +7.2% | +6.0% |
| 3Y | +61.0% | -7.4% | +68.3% | +58.0% |
| All | +30.1% | -39.6% | +69.8% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling