+568.6%
SE vs ROK
+168.3%
+400.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.7% |
| 7D | -3.6% | +0.2% | -3.8% | -3.7% |
| 30D | -5.3% | -1.8% | -3.5% | -4.2% |
| 3M | +28.1% | -7.2% | +35.3% | +32.2% |
| 6M | +20.7% | +14.2% | +6.5% | +9.9% |
| YTD | -14.8% | +10.6% | -25.4% | -21.3% |
| 1Y | -43.6% | +25.9% | -69.5% | -51.9% |
| 3Y | +184.2% | +50.8% | +133.4% | +107.3% |
| 5Y | -66.3% | +47.0% | -113.3% | -75.6% |
| All | +568.6% | +168.3% | +400.3% | +232.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling