-44.2%
SE vs ROK
+24.9%
-69.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | -4.8% | -1.6% | -3.2% | -4.3% |
| 30D | -18.1% | -5.4% | -12.7% | -16.7% |
| 3M | +30.6% | -4.0% | +34.6% | +30.3% |
| 6M | +20.8% | +13.3% | +7.4% | +12.4% |
| YTD | -15.6% | +9.3% | -24.9% | -20.6% |
| 1Y | -44.2% | +25.8% | -70.0% | -48.8% |
| All | -44.2% | +24.9% | -69.1% | -48.8% |
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