+196.3%
SE vs ROK
+48.7%
+147.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.5% |
| 7D | +0.6% | +2.8% | -2.2% | -0.5% |
| 30D | -0.1% | -2.4% | +2.3% | +0.9% |
| 3M | +34.1% | -4.7% | +38.8% | +35.6% |
| 6M | +23.2% | +16.8% | +6.5% | +14.2% |
| YTD | -11.2% | +11.4% | -22.5% | -16.3% |
| 1Y | -40.5% | +26.2% | -66.7% | -46.9% |
| 3Y | +196.3% | +51.9% | +144.4% | +151.7% |
| All | +196.3% | +48.7% | +147.6% | +151.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling