+343.5%
ROK vs SIMO
+515.6%
-172.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.2% | -7.2% | -2.2% |
| 7D | +2.8% | +14.6% | -11.8% | +0.1% |
| 30D | -2.4% | +6.2% | -8.6% | -4.0% |
| 3M | -4.7% | +3.6% | -8.3% | -7.3% |
| 6M | +16.8% | +130.8% | -114.0% | -6.4% |
| YTD | +11.4% | +195.8% | -184.4% | -16.7% |
| 1Y | +26.2% | +225.0% | -198.8% | -8.2% |
| 3Y | +51.9% | +452.3% | -400.5% | -4.5% |
| 5Y | +46.4% | +303.6% | -257.2% | -5.6% |
| 10Y | +343.5% | +528.8% | -185.2% | +134.5% |
| All | +343.5% | +515.6% | -172.1% | +134.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling