+53.1%
ROK vs SNY
-9.6%
+62.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.5% | +1.6% |
| 7D | -1.2% | -3.3% | +2.1% | -0.8% |
| 30D | -4.8% | -2.2% | -2.7% | -4.5% |
| 3M | -6.1% | -3.0% | -3.1% | -5.8% |
| 6M | +15.5% | +2.7% | +12.7% | +14.9% |
| YTD | +11.2% | -6.8% | +18.0% | +12.1% |
| 1Y | +23.8% | -5.3% | +29.1% | +24.5% |
| 3Y | +53.1% | -9.8% | +62.9% | +53.7% |
| All | +53.1% | -9.6% | +62.7% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 3y: compounded portfolio wealth divided by compounded SNY 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…
3y analysis · Full analysis span regression · 6 months rolling