+2.7%
SRE vs ROK
+27.3%
-24.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.9% |
| 7D | -0.8% | -1.2% | +0.4% | -0.8% |
| 30D | -3.0% | -4.8% | +1.8% | -2.8% |
| 3M | -8.3% | -6.1% | -2.2% | -8.1% |
| 6M | -8.9% | +15.5% | -24.4% | -10.2% |
| YTD | -4.3% | +11.2% | -15.4% | -6.0% |
| 1Y | +2.7% | +23.8% | -21.1% | -1.2% |
| All | +2.7% | +27.3% | -24.6% | -1.2% |
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 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