-75.5%
SMR vs ROK
+27.3%
-102.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.7% | -17.3% | -17.5% |
| 7D | -11.2% | -1.2% | -10.0% | -10.4% |
| 30D | -10.2% | -4.8% | -5.4% | -5.5% |
| 3M | -10.0% | -6.1% | -3.9% | -5.9% |
| 6M | -30.5% | +15.5% | -45.9% | -43.7% |
| YTD | -39.2% | +11.2% | -50.4% | -49.3% |
| 1Y | -75.5% | +23.8% | -99.4% | -83.6% |
| All | -75.5% | +27.3% | -102.9% | -83.6% |
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