+23.8%
ROK vs SITM
+155.7%
-131.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.5% | -3.9% | +1.0% |
| 7D | -1.2% | +3.9% | -5.1% | -1.7% |
| 30D | -4.8% | -6.6% | +1.8% | -4.3% |
| 3M | -6.1% | -11.9% | +5.8% | -5.3% |
| 6M | +15.5% | +81.1% | -65.7% | +3.4% |
| YTD | +11.2% | +80.0% | -68.8% | -0.7% |
| 1Y | +23.8% | +145.8% | -122.0% | +5.4% |
| All | +23.8% | +155.7% | -131.9% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling