+341.2%
ROK vs SM
+23.2%
+317.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -1.6% | +2.1% | -3.8% | -1.9% |
| 30D | -5.4% | +18.1% | -23.6% | -7.5% |
| 3M | -4.0% | +17.0% | -20.9% | -6.4% |
| 6M | +13.3% | +55.4% | -42.1% | +5.6% |
| YTD | +9.3% | +108.6% | -99.2% | -2.2% |
| 1Y | +25.8% | +45.7% | -19.8% | +17.4% |
| 3Y | +49.1% | -0.3% | +49.4% | +43.4% |
| 5Y | +45.9% | +113.0% | -67.2% | +24.3% |
| All | +341.2% | +23.2% | +317.9% | +193.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling