+3.8%
ROK vs SM
+78.0%
-74.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.2% | -5.7% | -0.1% |
| 7D | +6.1% | +10.6% | -4.5% | +6.9% |
| 30D | -6.5% | -15.0% | +8.5% | -8.1% |
| 3M | -10.2% | +1.7% | -11.9% | -9.6% |
| 6M | -10.6% | +5.9% | -16.5% | -8.6% |
| YTD | +4.9% | +79.0% | -74.1% | +4.6% |
| 1Y | +3.8% | +84.7% | -80.8% | +4.0% |
| All | +3.8% | +78.0% | -74.1% | +4.0% |
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