+26.1%
ROK vs SIMO
+170.7%
-144.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.7% | -2.1% | +2.7% |
| 7D | -11.5% | -8.2% | -3.4% | -10.3% |
| 30D | -10.0% | -34.6% | +24.6% | -4.5% |
| 3M | -11.4% | -32.6% | +21.2% | -7.2% |
| 6M | -13.7% | -31.8% | +18.1% | -11.1% |
| YTD | +1.0% | +87.6% | -86.6% | -15.4% |
| 1Y | +5.6% | +86.7% | -81.0% | -11.5% |
| 3Y | +59.1% | +227.4% | -168.4% | +15.9% |
| 5Y | +26.1% | +173.0% | -146.9% | -6.0% |
| All | +26.1% | +170.7% | -144.6% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling