-20.9%
ROCK vs SPY
+315.0%
-335.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.4% | +2.3% | +2.1% |
| 7D | -18.3% | +0.1% | -18.4% | -17.0% |
| 30D | -7.3% | -3.3% | -4.0% | -2.4% |
| 3M | -32.3% | -2.4% | -29.9% | -29.4% |
| 6M | -16.7% | +2.6% | -19.3% | -17.1% |
| YTD | -31.2% | +11.2% | -42.5% | -37.0% |
| 1Y | -44.8% | +13.4% | -58.2% | -50.2% |
| 3Y | -48.2% | +79.9% | -128.1% | -70.3% |
| 5Y | -55.2% | +72.2% | -127.4% | -73.0% |
| 10Y | -20.9% | +307.3% | -328.2% | -79.6% |
| All | -20.9% | +315.0% | -335.9% | -79.6% |
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