+9,120.2%
ROK vs SUI
+4,037.5%
+5,082.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +0.7% | -2.8% | +3.5% | +2.0% |
| 30D | -3.3% | -1.2% | -2.1% | -2.9% |
| 3M | -5.9% | -1.7% | -4.1% | -5.7% |
| 6M | +13.9% | -10.5% | +24.3% | +18.8% |
| YTD | +12.6% | -1.8% | +14.4% | +12.6% |
| 1Y | +28.6% | -4.1% | +32.7% | +29.7% |
| 3Y | +45.1% | +11.3% | +33.8% | +33.7% |
| 5Y | +45.6% | -32.1% | +77.7% | +65.5% |
| 10Y | +345.0% | +110.4% | +234.6% | +186.2% |
| All | +9,120.2% | +4,037.5% | +5,082.6% | +1,878.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling