+8,802.1%
ROK vs SIRI
-17.9%
+8,819.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | +2.8% | +4.3% | -1.5% | +2.4% |
| 30D | -2.4% | -2.8% | +0.4% | -2.2% |
| 3M | -4.7% | +5.9% | -10.6% | -5.2% |
| 6M | +16.8% | +31.9% | -15.2% | +14.1% |
| YTD | +11.4% | +48.7% | -37.3% | +7.8% |
| 1Y | +26.2% | +23.2% | +2.9% | +23.7% |
| 3Y | +51.9% | -23.9% | +75.7% | +52.3% |
| 5Y | +46.4% | -43.4% | +89.8% | +48.4% |
| 10Y | +343.5% | -13.6% | +357.1% | +337.3% |
| All | +8,802.1% | -17.9% | +8,819.9% | +7,356.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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