-0.9%
SO vs ROK
+29.3%
-30.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.6% |
| 7D | -0.2% | +0.7% | -0.8% | -0.1% |
| 30D | -4.6% | -3.3% | -1.3% | -4.8% |
| 3M | -3.0% | -5.9% | +2.8% | -3.4% |
| 6M | -8.3% | +13.9% | -22.1% | -7.6% |
| YTD | +3.5% | +12.6% | -9.0% | +4.2% |
| 1Y | -0.9% | +28.6% | -29.5% | +1.3% |
| All | -0.9% | +29.3% | -30.3% | +1.3% |
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 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