+78.8%
ROG vs SPY
+315.0%
-236.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.4% | +3.0% | +2.6% |
| 7D | +0.1% | +0.1% | 0.0% | +0.3% |
| 30D | -12.8% | -3.3% | -9.5% | -8.8% |
| 3M | -4.5% | -2.4% | -2.1% | -1.1% |
| 6M | -8.7% | +2.6% | -11.2% | -10.1% |
| YTD | +40.3% | +11.2% | +29.1% | +26.1% |
| 1Y | +52.4% | +13.4% | +39.1% | +34.2% |
| 3Y | +4.5% | +79.9% | -75.4% | -44.1% |
| 5Y | -52.3% | +72.2% | -124.5% | -73.8% |
| 10Y | +78.8% | +307.3% | -228.5% | -70.5% |
| All | +78.8% | +315.0% | -236.2% | -70.5% |
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 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