+5,976.4%
SO vs ROK
+15,847.2%
-9,870.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | -0.2% | +0.7% | -0.8% | -0.3% |
| 30D | -4.6% | -3.3% | -1.3% | -4.1% |
| 3M | -3.0% | -5.9% | +2.8% | -2.5% |
| 6M | -8.3% | +13.9% | -22.1% | -10.5% |
| YTD | +3.5% | +12.6% | -9.0% | +0.9% |
| 1Y | -0.9% | +28.6% | -29.5% | -5.5% |
| 3Y | +45.4% | +45.1% | +0.2% | +33.6% |
| 5Y | +59.6% | +45.6% | +14.0% | +44.6% |
| 10Y | +156.6% | +345.0% | -188.4% | +91.2% |
| All | +5,976.4% | +15,847.2% | -9,870.9% | +2,202.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling