+7.9%
ROK vs SN
+135.1%
-127.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.3% |
| 7D | +6.1% | +1.4% | +4.7% | +5.7% |
| 30D | -6.5% | +16.6% | -23.1% | -10.2% |
| 3M | -10.2% | +18.3% | -28.5% | -14.1% |
| 6M | -10.6% | +103.1% | -113.7% | -28.5% |
| YTD | +4.9% | +96.7% | -91.8% | -16.2% |
| All | +7.9% | +135.1% | -127.2% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling