+6,352.9%
SO vs ROK
+14,213.2%
-7,860.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.3% | +0.8% |
| 7D | -1.1% | -11.5% | +10.4% | +0.5% |
| 30D | +8.6% | -10.0% | +18.6% | +10.0% |
| 3M | +1.8% | -11.4% | +13.2% | +3.3% |
| 6M | +3.6% | -13.7% | +17.3% | +5.2% |
| YTD | +9.9% | +1.0% | +8.9% | +8.6% |
| 1Y | +5.7% | +5.6% | +0.1% | +3.6% |
| 3Y | +52.5% | +59.1% | -6.6% | +37.6% |
| 5Y | +77.3% | +26.1% | +51.2% | +63.8% |
| 10Y | +186.8% | +266.4% | -79.6% | +119.4% |
| All | +6,352.9% | +14,213.2% | -7,860.3% | +2,376.2% |
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