-10.5%
ROK vs SM
+4.1%
-14.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.6% | -3.3% | +2.6% |
| 7D | -8.5% | +0.3% | -8.8% | -8.5% |
| 30D | -6.4% | -17.3% | +10.9% | -8.3% |
| 3M | -8.8% | -3.6% | -5.3% | -8.2% |
| 6M | -10.5% | +2.9% | -13.4% | -7.6% |
| All | -10.5% | +4.1% | -14.6% | -7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling