+70.8%
SAP vs ROK
+19.3%
+51.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.8% | -3.8% |
| 7D | -0.7% | -13.8% | +13.2% | +2.7% |
| 30D | +11.1% | -14.9% | +26.0% | +15.1% |
| 3M | +17.0% | -14.7% | +31.7% | +21.0% |
| 6M | +34.8% | -17.7% | +52.5% | +39.6% |
| YTD | -2.2% | -2.5% | +0.2% | -5.1% |
| 1Y | -6.4% | +2.3% | -8.7% | -10.8% |
| 3Y | +75.1% | +52.7% | +22.4% | +36.8% |
| All | +70.8% | +19.3% | +51.5% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling