+33.6%
ROK vs SN
+476.8%
-443.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | +0.1% |
| 7D | +0.2% | -3.4% | +3.6% | +1.0% |
| 30D | -1.8% | -9.1% | +7.3% | +0.3% |
| 3M | -7.2% | +31.8% | -39.0% | -13.6% |
| 6M | +14.2% | +52.0% | -37.9% | +2.2% |
| YTD | +10.6% | +51.3% | -40.7% | -1.1% |
| 1Y | +25.9% | +46.9% | -21.0% | +12.8% |
| 3Y | +50.8% | +394.9% | -344.2% | +7.3% |
| All | +33.6% | +476.8% | -443.2% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling