+593.0%
ROCK vs SPY
+2,914.9%
-2,321.9%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.7% |
| 7D | +4.4% | +0.1% | +4.3% | +4.3% |
| 30D | -13.9% | +0.1% | -13.9% | -13.9% |
| 3M | +23.4% | +2.0% | +21.4% | +21.2% |
| 6M | +9.8% | +13.0% | -3.3% | -3.5% |
| YTD | -4.4% | +13.5% | -18.0% | -16.5% |
| 1Y | -23.9% | +20.0% | -43.8% | -37.1% |
| 3Y | -38.2% | +77.2% | -115.3% | -66.6% |
| 5Y | -35.9% | +81.9% | -117.8% | -66.1% |
| 10Y | +23.0% | +314.1% | -291.0% | -74.7% |
| All | +593.0% | +2,914.9% | -2,321.9% | -44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling