+1,282.4%
ROK vs SIMO
+3,332.4%
-2,050.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.7% | -7.4% | -0.4% |
| 7D | +0.7% | +4.2% | -3.5% | -0.2% |
| 30D | -3.3% | +4.1% | -7.4% | -4.7% |
| 3M | -5.9% | -12.9% | +7.0% | -5.5% |
| 6M | +13.9% | +110.3% | -96.5% | -7.1% |
| YTD | +12.6% | +178.6% | -166.0% | -14.3% |
| 1Y | +28.6% | +220.0% | -191.4% | -5.5% |
| 3Y | +45.1% | +409.0% | -363.9% | -5.2% |
| 5Y | +45.6% | +277.3% | -231.7% | -3.0% |
| 10Y | +345.0% | +506.6% | -161.6% | +151.8% |
| All | +1,282.4% | +3,332.4% | -2,050.0% | +280.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling