+28.6%
ROK vs SM
+36.8%
-8.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +1.0% |
| 7D | +0.7% | -0.5% | +1.2% | +0.7% |
| 30D | -3.3% | +25.6% | -28.9% | -1.3% |
| 3M | -5.9% | +8.0% | -13.9% | -4.2% |
| 6M | +13.9% | +50.8% | -36.9% | +14.8% |
| YTD | +12.6% | +97.9% | -85.3% | +11.6% |
| 1Y | +28.6% | +33.8% | -5.2% | +28.1% |
| All | +28.6% | +36.8% | -8.2% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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