+45.3%
SO vs ROK
+48.7%
-3.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.0% |
| 7D | +1.0% | +2.8% | -1.8% | +1.1% |
| 30D | -3.2% | -2.4% | -0.8% | -3.2% |
| 3M | -1.7% | -4.7% | +3.0% | -1.8% |
| 6M | -7.2% | +16.8% | -23.9% | -7.3% |
| YTD | +4.6% | +11.4% | -6.8% | +4.4% |
| 1Y | +1.2% | +26.2% | -25.0% | +0.9% |
| 3Y | +45.3% | +51.9% | -6.6% | +42.2% |
| All | +45.3% | +48.7% | -3.4% | +42.2% |
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