+79.8%
ROG vs SPY
+311.8%
-232.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +0.5% |
| 7D | +1.7% | -0.9% | +2.6% | +3.2% |
| 30D | -10.3% | -2.4% | -7.9% | -7.2% |
| 3M | -3.1% | -1.2% | -1.9% | -1.1% |
| 6M | -5.5% | +3.3% | -8.8% | -7.7% |
| YTD | +42.9% | +12.3% | +30.6% | +27.1% |
| 1Y | +55.7% | +12.4% | +43.3% | +38.4% |
| 3Y | +4.7% | +78.8% | -74.1% | -43.7% |
| 5Y | -51.4% | +75.2% | -126.6% | -73.9% |
| 10Y | +79.8% | +311.1% | -231.3% | -71.2% |
| All | +79.8% | +311.8% | -232.0% | -71.2% |
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