+56.4%
SAP vs ROK
+46.3%
+10.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.2% |
| 7D | -2.9% | +0.7% | -3.6% | -3.1% |
| 30D | +9.0% | -3.3% | +12.3% | +10.0% |
| 3M | +14.9% | -5.9% | +20.8% | +16.0% |
| 6M | +11.9% | +13.9% | -2.0% | +5.7% |
| YTD | -9.9% | +12.6% | -22.5% | -15.1% |
| 1Y | -19.5% | +28.6% | -48.1% | -27.8% |
| 3Y | +61.8% | +45.1% | +16.7% | +34.2% |
| All | +56.4% | +46.3% | +10.1% | +20.8% |
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