-53.7%
SMR vs ROK
+62.9%
-116.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.0% |
| 7D | -8.3% | +7.1% | -15.3% | -12.5% |
| 30D | -20.1% | -5.0% | -15.1% | -17.0% |
| 3M | -52.7% | -9.4% | -43.3% | -49.3% |
| 6M | -61.0% | -11.0% | -50.0% | -57.7% |
| YTD | -67.1% | +4.4% | -71.6% | -67.6% |
| 1Y | -79.9% | +7.4% | -87.3% | -80.4% |
| 3Y | +101.7% | +61.0% | +40.8% | +60.3% |
| All | -53.7% | +62.9% | -116.6% | -65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling