+46.4%
ROK vs SM
+111.2%
-64.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.7% | -1.6% |
| 7D | +2.8% | -0.2% | +2.9% | +2.8% |
| 30D | -2.4% | +31.5% | -33.9% | -6.5% |
| 3M | -4.7% | +17.3% | -22.0% | -7.6% |
| 6M | +16.8% | +48.5% | -31.8% | +7.3% |
| YTD | +11.4% | +106.3% | -94.9% | -4.3% |
| 1Y | +26.2% | +47.3% | -21.1% | +15.0% |
| 3Y | +51.9% | -1.4% | +53.3% | +44.2% |
| 5Y | +46.4% | +114.0% | -67.7% | +20.6% |
| All | +46.4% | +111.2% | -64.9% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling