+145.3%
ROK vs SITM
+4,507.3%
-4,362.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.1% | -0.8% |
| 7D | +2.8% | +8.4% | -5.6% | +1.5% |
| 30D | -2.4% | -17.4% | +15.0% | +0.2% |
| 3M | -4.7% | -9.8% | +5.1% | -4.8% |
| 6M | +16.8% | +83.0% | -66.2% | +2.8% |
| YTD | +11.4% | +69.6% | -58.2% | -1.6% |
| 1Y | +26.2% | +144.9% | -118.7% | +4.0% |
| 3Y | +51.9% | +429.9% | -378.0% | +3.5% |
| 5Y | +46.4% | +169.2% | -122.8% | +1.3% |
| All | +145.3% | +4,507.3% | -4,362.0% | +4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling