+25.0%
ROK vs SUI
+1.6%
+23.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.2% | -5.7% | -0.5% |
| 7D | 0.0% | +10.0% | -10.0% | +0.1% |
| 30D | -2.5% | +8.4% | -10.9% | -2.8% |
| 3M | 0.0% | +0.7% | -0.7% | +0.4% |
| 6M | +11.6% | -0.9% | +12.5% | +12.3% |
| YTD | +15.2% | +0.6% | +14.5% | +17.1% |
| 1Y | +25.0% | +0.8% | +24.2% | +27.4% |
| All | +25.0% | +1.6% | +23.4% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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