+113.9%
SOXX vs ROK
+29.3%
+84.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +2.5% |
| 7D | +2.2% | +0.7% | +1.5% | +1.7% |
| 30D | -2.0% | -3.3% | +1.3% | +0.5% |
| 3M | -13.7% | -5.9% | -7.8% | -9.6% |
| 6M | +52.4% | +13.9% | +38.5% | +39.4% |
| YTD | +72.8% | +12.6% | +60.2% | +55.7% |
| 1Y | +113.9% | +28.6% | +85.3% | +75.3% |
| All | +113.9% | +29.3% | +84.6% | +75.3% |
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