+52.3%
ROK vs SIMO
+469.0%
-416.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.0% |
| 7D | +0.2% | +14.5% | -14.3% | -2.0% |
| 30D | -1.8% | +20.4% | -22.2% | -4.9% |
| 3M | -7.2% | +7.1% | -14.3% | -9.7% |
| 6M | +14.2% | +129.2% | -115.1% | -6.1% |
| YTD | +10.6% | +201.9% | -191.4% | -17.0% |
| 1Y | +25.9% | +235.5% | -209.6% | -9.3% |
| All | +52.3% | +469.0% | -416.7% | -13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling