+82.6%
SMR vs ROK
+50.3%
+32.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -2.6% |
| 7D | +13.1% | +0.2% | +12.9% | +12.7% |
| 30D | +17.8% | -1.8% | +19.6% | +19.8% |
| 3M | +8.1% | -7.2% | +15.3% | +15.0% |
| 6M | -11.1% | +14.2% | -25.3% | -22.1% |
| YTD | -23.7% | +10.6% | -34.3% | -30.5% |
| 1Y | -69.4% | +25.9% | -95.3% | -75.0% |
| All | +82.6% | +50.3% | +32.3% | +19.3% |
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 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