+589.4%
SE vs ROK
+173.1%
+416.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.6% |
| 7D | -6.1% | +0.7% | -6.8% | -6.4% |
| 30D | -2.5% | -3.3% | +0.9% | -0.5% |
| 3M | +21.7% | -5.9% | +27.6% | +24.7% |
| 6M | +27.0% | +13.9% | +13.1% | +15.8% |
| YTD | -12.1% | +12.6% | -24.7% | -19.7% |
| 1Y | -40.9% | +28.6% | -69.5% | -50.3% |
| 3Y | +191.0% | +45.1% | +145.9% | +117.9% |
| 5Y | -68.3% | +45.6% | -113.8% | -76.9% |
| All | +589.4% | +173.1% | +416.2% | +239.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling