+265.2%
SU vs ROK
+357.9%
-92.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.8% |
| 7D | +2.2% | -1.2% | +3.5% | +2.7% |
| 30D | +8.4% | -4.8% | +13.2% | +10.5% |
| 3M | +12.1% | -6.1% | +18.2% | +14.0% |
| 6M | +19.7% | +15.5% | +4.2% | +9.5% |
| YTD | +58.4% | +11.2% | +47.2% | +46.5% |
| 1Y | +67.2% | +23.8% | +43.4% | +46.4% |
| 3Y | +125.0% | +53.1% | +71.9% | +67.9% |
| 5Y | +355.1% | +48.3% | +306.8% | +231.2% |
| All | +265.2% | +357.9% | -92.8% | +57.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling