+3.1%
ROG vs SPY
+75.1%
-72.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.3% | +5.1% | +5.0% |
| 7D | -8.3% | -2.7% | -5.6% | -4.7% |
| 30D | -20.8% | -5.4% | -15.4% | -14.2% |
| 3M | -8.8% | -4.1% | -4.7% | -3.0% |
| 6M | -13.3% | +0.7% | -14.0% | -12.6% |
| YTD | +33.2% | +8.7% | +24.5% | +22.4% |
| 1Y | +44.4% | +10.9% | +33.5% | +29.6% |
| 3Y | +3.1% | +75.0% | -71.9% | -49.1% |
| All | +3.1% | +75.1% | -72.0% | -49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling