+37.6%
SAP vs ROK
-9.5%
+47.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | +0.6% |
| 7D | -2.5% | -8.5% | +6.0% | -4.3% |
| 30D | +7.5% | -6.4% | +13.9% | +6.2% |
| 3M | +11.6% | -8.8% | +20.5% | +9.6% |
| 6M | +37.6% | -10.5% | +48.1% | +35.0% |
| All | +37.6% | -9.5% | +47.1% | +35.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling