-28.1%
ROCK vs SPY
+308.5%
-336.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -5.0% | -4.9% |
| 7D | -2.5% | +3.3% | -5.8% | -5.7% |
| 30D | -16.7% | -2.7% | -14.0% | -12.9% |
| 3M | -37.1% | -1.7% | -35.3% | -34.7% |
| 6M | -18.5% | +3.1% | -21.6% | -19.2% |
| YTD | -37.5% | +11.9% | -49.4% | -43.0% |
| 1Y | -49.3% | +12.0% | -61.3% | -53.7% |
| 3Y | -53.4% | +78.2% | -131.5% | -73.0% |
| 5Y | -59.2% | +73.2% | -132.5% | -75.6% |
| All | -28.1% | +308.5% | -336.6% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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