+52.3%
ROK vs SM
-1.2%
+53.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | -1.8% | +20.3% | -22.1% | -4.4% |
| 3M | -7.2% | +22.9% | -30.1% | -10.4% |
| 6M | +14.2% | +47.8% | -33.7% | +4.6% |
| YTD | +10.6% | +107.5% | -96.9% | -6.9% |
| 1Y | +25.9% | +51.7% | -25.8% | +13.7% |
| All | +52.3% | -1.2% | +53.5% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling