+355.0%
SE vs ROK
+155.7%
+199.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.3% | -5.9% | -4.9% |
| 7D | -7.7% | -8.5% | +0.8% | -3.7% |
| 30D | -22.8% | -6.4% | -16.4% | -20.6% |
| 3M | -43.7% | -8.8% | -34.9% | -41.3% |
| 6M | -12.8% | -10.5% | -2.3% | -9.1% |
| YTD | -42.0% | +5.4% | -47.4% | -45.5% |
| 1Y | -48.0% | +5.0% | -53.0% | -51.1% |
| 3Y | +62.7% | +64.3% | -1.6% | +11.1% |
| 5Y | -77.8% | +34.0% | -111.8% | -83.2% |
| All | +355.0% | +155.7% | +199.3% | +130.2% |
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 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