+26.2%
ROK vs SUI
-5.1%
+31.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.9% |
| 7D | +2.8% | -3.1% | +5.9% | +3.1% |
| 30D | -2.4% | -2.3% | -0.1% | -2.2% |
| 3M | -4.7% | -2.8% | -1.9% | -4.7% |
| 6M | +16.8% | -12.4% | +29.1% | +20.2% |
| YTD | +11.4% | -3.3% | +14.7% | +12.5% |
| 1Y | +26.2% | -5.8% | +32.0% | +30.8% |
| All | +26.2% | -5.1% | +31.2% | +30.8% |
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