+70.1%
SU vs ROK
+29.3%
+40.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.2% |
| 7D | +2.9% | +0.7% | +2.2% | +3.0% |
| 30D | +7.2% | -3.3% | +10.5% | +7.0% |
| 3M | +2.8% | -5.9% | +8.7% | +2.6% |
| 6M | +18.2% | +13.9% | +4.3% | +18.8% |
| YTD | +54.0% | +12.6% | +41.4% | +54.2% |
| 1Y | +70.1% | +28.6% | +41.5% | +70.2% |
| All | +70.1% | +29.3% | +40.8% | +70.2% |
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