+48.3%
SRE vs ROK
+44.8%
+3.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -0.7% | -1.6% | +0.9% | -0.4% |
| 30D | -1.7% | -5.4% | +3.7% | -0.7% |
| 3M | -7.1% | -4.0% | -3.1% | -6.7% |
| 6M | -8.4% | +13.3% | -21.7% | -11.5% |
| YTD | -3.5% | +9.3% | -12.9% | -6.4% |
| 1Y | +5.4% | +25.8% | -20.4% | -1.1% |
| 3Y | +29.5% | +49.1% | -19.6% | +14.2% |
| 5Y | +48.3% | +45.9% | +2.5% | +25.9% |
| All | +48.3% | +44.8% | +3.5% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling