+23.4%
ROCK vs SPY
+311.3%
-287.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +1.0% |
| 7D | +10.7% | +0.5% | +10.2% | +10.1% |
| 30D | -5.5% | -0.9% | -4.6% | -4.5% |
| 3M | +23.6% | +3.9% | +19.7% | +19.2% |
| 6M | +17.9% | +14.5% | +3.4% | +3.1% |
| YTD | -4.0% | +12.9% | -16.9% | -14.9% |
| 1Y | -21.8% | +19.4% | -41.2% | -34.2% |
| 3Y | -33.7% | +78.5% | -112.1% | -62.5% |
| 5Y | -33.3% | +81.8% | -115.0% | -62.5% |
| 10Y | +23.4% | +311.5% | -288.1% | -71.8% |
| All | +23.4% | +311.3% | -287.9% | -71.8% |
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