+62,786.0%
SU vs ROK
+15,563.1%
+47,223.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.8% |
| 7D | +1.6% | +0.2% | +1.4% | +1.5% |
| 30D | +10.7% | -1.8% | +12.5% | +11.0% |
| 3M | +13.5% | -7.2% | +20.7% | +14.4% |
| 6M | +21.8% | +14.2% | +7.7% | +18.7% |
| YTD | +58.8% | +10.6% | +48.3% | +55.2% |
| 1Y | +72.0% | +25.9% | +46.1% | +64.7% |
| 3Y | +121.7% | +50.8% | +70.9% | +104.0% |
| 5Y | +350.4% | +47.0% | +303.4% | +312.3% |
| 10Y | +264.7% | +354.9% | -90.2% | +202.0% |
| All | +62,786.0% | +15,563.1% | +47,223.0% | +251,831.0% |
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