+86.2%
SU vs ROK
+25.3%
+60.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -4.0% | -4.6% |
| 7D | -7.1% | 0.0% | -7.1% | -7.1% |
| 30D | +4.8% | -2.5% | +7.2% | +4.6% |
| 3M | +12.5% | 0.0% | +12.5% | +12.7% |
| 6M | +6.5% | +11.6% | -5.1% | +7.0% |
| YTD | +65.8% | +15.2% | +50.6% | +66.5% |
| 1Y | +86.2% | +25.0% | +61.1% | +84.3% |
| All | +86.2% | +25.3% | +60.9% | +84.3% |
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