+58.7%
SO vs ROK
+46.6%
+12.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | +1.0% | +2.8% | -1.8% | +0.8% |
| 30D | -3.2% | -2.4% | -0.8% | -3.1% |
| 3M | -1.7% | -4.7% | +3.0% | -1.5% |
| 6M | -7.2% | +16.8% | -23.9% | -8.7% |
| YTD | +4.6% | +11.4% | -6.8% | +3.1% |
| 1Y | +1.2% | +26.2% | -25.0% | -1.5% |
| 3Y | +45.3% | +51.9% | -6.6% | +37.0% |
| 5Y | +58.7% | +46.4% | +12.3% | +44.3% |
| All | +58.7% | +46.6% | +12.1% | +44.3% |
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 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