-48.8%
SE vs ROK
+25.3%
-74.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.0% | +4.6% |
| 7D | +6.7% | 0.0% | +6.6% | +6.7% |
| 30D | -17.2% | -2.5% | -14.7% | -16.5% |
| 3M | -28.0% | 0.0% | -28.0% | -28.1% |
| 6M | -6.1% | +11.6% | -17.7% | -11.3% |
| YTD | -37.1% | +15.2% | -52.3% | -42.5% |
| 1Y | -48.8% | +25.0% | -73.8% | -54.8% |
| All | -48.8% | +25.3% | -74.0% | -54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling