+61.7%
ROK vs SUI
+17.1%
+44.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +6.1% | -3.8% | +9.9% | +7.1% |
| 30D | -6.5% | +3.9% | -10.4% | -7.8% |
| 3M | -10.2% | +0.2% | -10.4% | -10.6% |
| 6M | -10.6% | -4.2% | -6.5% | -10.1% |
| YTD | +4.9% | -2.5% | +7.4% | +4.9% |
| 1Y | +3.8% | -4.0% | +7.8% | +4.3% |
| All | +61.7% | +17.1% | +44.6% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling