+3,488.6%
ROK vs SNY
+241.9%
+3,246.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.5% | +1.6% |
| 7D | -1.2% | -3.3% | +2.1% | +0.3% |
| 30D | -4.8% | -2.2% | -2.7% | -3.9% |
| 3M | -6.1% | -3.0% | -3.1% | -5.2% |
| 6M | +15.5% | +2.7% | +12.7% | +13.2% |
| YTD | +11.2% | -6.8% | +18.0% | +13.9% |
| 1Y | +23.8% | -5.3% | +29.1% | +25.3% |
| 3Y | +53.1% | -9.8% | +62.9% | +51.5% |
| 5Y | +48.3% | +9.7% | +38.6% | +28.9% |
| 10Y | +357.4% | +64.5% | +292.9% | +211.2% |
| All | +3,488.6% | +241.9% | +3,246.7% | +1,350.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling