-85.6%
SMR vs ROK
+25.3%
-110.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -3.9% |
| 7D | -9.5% | 0.0% | -9.5% | -9.5% |
| 30D | -33.2% | -2.5% | -30.7% | -31.5% |
| 3M | -45.9% | 0.0% | -45.9% | -46.1% |
| 6M | -57.9% | +11.6% | -69.5% | -62.9% |
| YTD | -63.8% | +15.2% | -79.0% | -69.7% |
| 1Y | -85.6% | +25.0% | -110.6% | -88.5% |
| All | -85.6% | +25.3% | -110.9% | -88.5% |
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