+359.0%
ROCK vs SPY
+2,842.8%
-2,483.8%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.4% | -7.5% | -7.5% |
| 7D | -23.4% | -0.6% | -22.8% | -21.6% |
| 30D | -14.6% | -3.7% | -10.9% | -9.5% |
| 3M | -35.9% | -2.7% | -33.2% | -32.7% |
| 6M | -23.3% | +2.2% | -25.5% | -23.4% |
| YTD | -36.7% | +10.8% | -47.5% | -42.2% |
| 1Y | -49.0% | +11.2% | -60.2% | -53.5% |
| 3Y | -52.8% | +76.5% | -129.2% | -74.0% |
| 5Y | -57.9% | +72.9% | -130.9% | -76.1% |
| 10Y | -27.7% | +304.8% | -332.5% | -84.5% |
| All | +359.0% | +2,842.8% | -2,483.8% | -61.6% |
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 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