+179.0%
SAP vs ROK
+343.9%
-164.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -0.3% | +0.2% | -0.4% | -0.3% |
| 30D | +0.3% | -1.8% | +2.1% | +0.8% |
| 3M | +16.9% | -7.2% | +24.1% | +18.8% |
| 6M | +6.3% | +14.2% | -7.8% | -0.3% |
| YTD | -12.4% | +10.6% | -23.0% | -17.5% |
| 1Y | -21.6% | +25.9% | -47.5% | -29.9% |
| 3Y | +54.8% | +50.8% | +4.0% | +24.3% |
| 5Y | +56.2% | +47.0% | +9.1% | +23.0% |
| 10Y | +179.0% | +354.9% | -175.9% | +37.6% |
| All | +179.0% | +343.9% | -164.9% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ROK 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling