+1,535.1%
SRE vs ROK
+5,024.7%
-3,489.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.0% |
| 7D | +1.4% | +2.8% | -1.3% | +0.7% |
| 30D | +1.9% | -2.4% | +4.3% | +2.4% |
| 3M | -3.3% | -4.7% | +1.4% | -2.5% |
| 6M | -6.4% | +16.8% | -23.2% | -10.9% |
| YTD | -1.8% | +11.4% | -13.2% | -5.7% |
| 1Y | +10.7% | +26.2% | -15.4% | +2.8% |
| 3Y | +31.8% | +51.9% | -20.1% | +13.7% |
| 5Y | +49.2% | +46.4% | +2.8% | +27.3% |
| 10Y | +118.5% | +343.5% | -225.0% | +34.1% |
| All | +1,535.1% | +5,024.7% | -3,489.6% | +451.4% |
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