+5.3%
SRE vs ROK
+29.3%
-24.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | -0.3% | +0.7% | -1.0% | -0.3% |
| 30D | -0.7% | -3.3% | +2.6% | -0.6% |
| 3M | -6.3% | -5.9% | -0.4% | -6.1% |
| 6M | -10.7% | +13.9% | -24.5% | -11.7% |
| YTD | -3.5% | +12.6% | -16.0% | -5.1% |
| 1Y | +5.3% | +28.6% | -23.3% | +1.7% |
| All | +5.3% | +29.3% | -24.0% | +1.7% |
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