+45.9%
ROK vs SITM
+176.0%
-130.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.4% |
| 7D | -1.6% | +4.8% | -6.5% | -2.4% |
| 30D | -5.4% | -9.7% | +4.3% | -4.2% |
| 3M | -4.0% | -9.3% | +5.4% | -4.1% |
| 6M | +13.3% | +69.5% | -56.2% | +0.4% |
| YTD | +9.3% | +70.5% | -61.2% | -4.2% |
| 1Y | +25.8% | +145.3% | -119.4% | +2.4% |
| 3Y | +49.1% | +432.8% | -383.7% | -1.6% |
| 5Y | +45.9% | +174.0% | -128.2% | -4.9% |
| All | +45.9% | +176.0% | -130.2% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling