+11,772.3%
ROK vs SM
+1,608.3%
+10,164.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.7% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | -3.3% | +26.3% | -29.6% | -7.1% |
| 3M | -5.9% | +8.7% | -14.5% | -8.0% |
| 6M | +13.9% | +51.7% | -37.8% | +4.2% |
| YTD | +12.6% | +99.0% | -86.5% | -1.9% |
| 1Y | +28.6% | +34.6% | -6.0% | +18.9% |
| 3Y | +45.1% | -7.8% | +52.9% | +39.6% |
| 5Y | +45.6% | +104.8% | -59.2% | +17.0% |
| 10Y | +345.0% | +7.2% | +337.8% | +173.2% |
| All | +11,772.3% | +1,608.3% | +10,164.0% | +4,115.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling