+28.6%
ROK vs SIMO
+226.2%
-197.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.7% | -7.4% | +0.5% |
| 7D | +0.7% | +4.2% | -3.5% | +0.3% |
| 30D | -3.3% | +4.1% | -7.4% | -3.9% |
| 3M | -5.9% | -12.9% | +7.0% | -5.4% |
| 6M | +13.9% | +110.3% | -96.5% | +5.2% |
| YTD | +12.6% | +178.6% | -166.0% | -2.7% |
| 1Y | +28.6% | +220.0% | -191.4% | +5.6% |
| All | +28.6% | +226.2% | -197.6% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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